I use a method very similar to what Jonathan posted. I don't cut that moulding right off, I shave it down till there's about 1/8" -3/16" left. That way when you install the marker lights, the rear portion presses in on the area shaved and holds it in place.
Hafta be careful, it get's pretty delicate when you get down that thin. I use a sharp box cutter, or a razor blade to trim it.
That moulding you want to remove is moulded into the bumper cover.
[This message has been edited by jelly2m8 (edited 03-30-2005).]