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The pulley is threaded onto the end of the auger shaft. If you look at the pulley it has a hex on it that you put a wrench on in order to remove it. The key will be holding the auger shaft to keep it from turning while you remove the pulley. If you have an impact wrench it will make the job easier however you can normally lodge something in the auger assembly to keep it from turning while you remove the pulley. Let me know if you need additional assistance with this.
It is left hand thread, so you will turn it to the right or clockwise to remove it. I am sorry I should have mentioned that in my prior comment.