As one of the few second owners of a WRX in the States (just bought a 2002 wagon), I haven't seen much in these forums about removing mods. A couple weeks ago I removed the zerosport carbon fibre fender vents (for sale if anyone's interested) and this weekend I finally got around to removing the mesh fog lamp covers.
Now, idunno how or why, but the large phillips screw on the front that screws into a steel bracket on the other side was completely seized! Maybe the previous owner somehow did this on purpose to prevent theft. I ended up bending the steel bracket a bit and soaking the treads with Liquid Wrench, but never did get it unscrewed. Eventually I just bent the bracket to hell and unscrewed the brace from the fog lamp mounting bracket.
I don't know if these covers come with specific instructions or what, but my point is this: if you ever plan on removing these mesh, STi emblazened fog protectors, USE ANTI-SEIZE ON THE THREADS!