The lines have a clip that holds them in place.

Pull the plastic clip retainer back down the line a little, then you'll see the fitting in the transmission has a groove in it. In that groove is the clip. Pick the clip out carefully so that you don't lose it. Without that clip..you are not going anywhere. Once the clip is out..the lines wiggle free. Put the clip back on before the new line and then the new line clicks right into place and that's it.