If you're talking about the black strip along the bottom of the window, its a combination of screws and clips. Look along the piece with the window down, I know there's at least one in the door jam. Otherwise the clips just pop out with it.
If you're asking about the body moulding along the side of the door, use a heat gun and it comes off.
Word of warning, taking off the body moulding will make it a little noisier inside the car. The little strip dampens the metal door frame for NVH purposes.