Removing watch links can sometimes be difficult or other times easy depending on the type of watch you have. If you choose to do this yourself you can easily scratch or break your watch. I suggest you take your watch to a local jewelry shop and let them do it because they are usually inexpensive and know what they are doing. It's a fast and easy process and sometimes they will do it for free not charging you anything. You can find more information here: http://www.webwatches.co.uk/how_to.htm
You should be able to remove the first few watch links by taking a very small screwdriver and punching the pin that holds the link out from the watch band. Take plies and pull and remove the link. Join the clasp and band together and insert the link bar.