That wire comes out of the holes that it is pushed into. Just pull it out and the saddles will just fall out. Oh, and i should add, make sure the guitar is properly intonated before putting anything on the saddle to keep it from rattling.
thnx every body! i have taken this guitar to three dif music stores and nobody could help! i used silcone and it seems to have worked! but i acidently got the wrong guage strings
anyway thnx u guys, if i ever have anymore probs i know were im comin first from now on!