If you examine the small clips carefully (which is obviously tough to do when they're still in the plastic housing) you'll see a tiny tab on the clip that snaps into a recess in the plastic housing. This tiny tab effectively locks the connector clip into the housing.

Using a very small jeweler's screwdriver and working from the front of the housing (the wires go in the rear) you can bend this tiny tab down, allowing the connector clip to slide out the back of the housing.

Once you've soldered the wire onto the connector clip, bend the tab upward to about a 30-degree angle and insert the clip into the plastic housing. The tab should again snap into the housing, locking it in place. Be aware that the clip must be oriented properly so that the tab mates with its recess.
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Don Foster (near Cape Cod, MA)