the thermostat setting shouldn't matter as long as the power to the boiler is off so that no voltage can be sent to the cirulator. to remove the cirulator you will have to turn off the first valve you can find either side of the circulator, if your lucky the person whom installed it should have installed ball or gate valves immediately either side of the circulator flanges. once you have isolated the circulator as best you can. remove the bolts from the flanges either side of the pump and let the water drain out into a bucket. remove the electrical cover from the pump motor and disconnect the three wires. remove the circulator completely and re-install the pump electrical and botls and tighten. all the air that got introduced in the system form the pump and lines up to the valves will now be in the in the piping either side of the pump. the best way to remove the biggest part of it can be done by connecting a hose to the valve just before the pump and leving the valve off just below the pump toward the boiler. if you open the water fill regualtor lever and then open the valve up stream of the new circulator and additon water pressure will push the air down and out the hose on the drain valve just before the new circulator. once you get straight water with no bubbles turn the drain valve off and immediately flip the level on the water regulator off. no you can open the valve just below the new circutlator toward the boiler and start things back up.