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If you are refering to the connector in the example below. This type of connector requires you to pinch and pull. Some connectors require you to lift a small portion of it caled the "center tab" and then pull. I have add the complete procedure below for reference.
CAUTION Fuel injection systems remain under pressure, even after the engine has been turned OFF. The fuel system pressure must be relieved before disconnecting any fuel lines. Failure to do so may result in fire and/or personal injury.