just to be sure we're on the same page...you are referring to item #3 in the diagram, right? ( click the following link to go to the wiper blade diagram: http://www.realoem.com/bmw/showparts...01&hg=61&fg=45 )
To replace just the rubber blade refill...all you need to do is slide it out of the little arms that secure it to the blade. But first...lift the wiper blade & arm away from the windshield and fold the blade into a position that you can work on it. If it is the original blade...you may have to snap/cut the end off to slide the rubber part out (only cut off the part that is sliding out...DO NOT cut/break anything that is going to remain and needs to be reused).
If you are replacing the whole blade arm...lift the whole wiper arm away from the window and then turn the blade perpendicular to the arm. You will see a clip where the two pieces meet...pull it and slide the blade off toward the windshield...not out away from it. When you take a look at how the hook on the blade is attached to the wiper arm...it should become clear on which direction (toward the windshield) you should move the blade to get it off the arm.
If you have an owners manual...there should be a page in there that explains how to change the wiper blade...below is a pic from an old 535i owners manual that has some instructions: