I'm guessing you got the one from the Fiero Store. I had the same "Fiero GT" insert on my car bombed black.
You just remove the housing and the gasket and slip the piece into where the gasket is. As TheOrge has pointed out, a common problem with the third brake light housing is heat really does a number on the components in there; to the point that there have been instances of melted housings (a similar issue exists with fastback GT taillights where "PONTIAC" lights up).
You don't have to secure it by any means. When you reassemble the third brake light housing with the insert inside the gasket, it sandwiches and stays in place.
EDIT: Sorry I see you're asking about how to remove it. Yeah everything I mentioned above should be par, but if you remove the housing shroud and gasket the insert should fall or come out.
[This message has been edited by Fiero84Freak (edited 11-15-2014).]