Next on the list was to add a Momo Race Leather gear knob to replace the std Subaru item. This didn't last too long though as almost every other Impreza seemed to have them fitted, so I went back to the original one.
First unscrew the original gear knob (anticlockwise) from the stick. Eventually, unscrewing will have no further effect, although the gear knob still appears attached to the stick. It's actually the leather gaiter that's now stopping it. Hold the top of the gaiter with one hand and pull like mad on the gear knob and eventually it'll come off.
To fit the Momo, first unscrew the ring from the bottom of the gear knob and place it on the stick. Select the correct size of rubber liner (from the 5 or 6 supplied) which will snugly fit over the stick. Put the gear knob on over the top of the liner, and tighten up the 3 grub screws around the base of the gear knob. Then re-attach the ring to the bottom of the gear knob, covering up the grub screws.
Unfortunately there is no way of attaching the gaiter to the gear knob as with the original one, but it's not much of a problem as the leather gaiter is rigid enough to stay up on its own.