here is how it's done.
appologies for the quality, I'm at work, and had to suspend my phone ontop of a couple of coffee cups to show this. -also don't know how long that video will be up as I'm leaving work soon and will loose the webspace that it's hosted on.
(and I did use a paper clip, although Tommy is right, sometimes this won't be good enough. so from now on I'll just refer to the paperclip as the rod,
first, the rod is pushed into the side of the strap, pushing the pin out the other side. this pin is removed.
second, the strap is pulled appart.
third, repeat step one on a link further down the strap.
fourth, remove the unwanted links.
fifth, align the strap back together again.
sixth, push the pin back into the strap. the strap is back together.
as you can see this is a quite quick job. (the video is 1 minute 30 seconds, and I was pausing a lot of show the different steps).
if you have trouble however a good jewlers will usually do this free of charge.