Since it's your first, you're likely to pop off the connector piece as well as the head, so you'll want to use really hot water on the head to soften it to pop the connector out and put it into the other head. If you plan to swap a lot, I'd suggest going to ebay to buy a second connector and just leave one in each head at all times.
Yeah, hot water does the trick every time. As the connector stuck to the head once I pulled it off the body, and I think this has happened with everyones?...
Who was it that broke the internal ring/lug?
Once it was in hot water for 5 - 10 seconds that little sucker popped off so easily. No damage. Just keep the neck in the water and nothing else.