Gently pull the remainder of the tube out of the socket (pulling in a straight line from the headset as to not snap it inside of the socket). It will provide a significant amount of resistance just before it comes out. Just wiggle it the tinest little bit to help it pop out.

To put the new one in, just line it up with the socket and with your fingers close to the end going into the headset (within 3/4" - to keep from snapping the new one in half). Gently push it in. Once it gets past the initial kind of pop then it should slide the rest of the way really easy (like it does when you push it in for storage).