BigB has most of the idea right, as I have done this myself, I can say this: Just boil some water in a pot and then pour it into a big bowl, then put the figure in the bowl for a minute or two. After the figure has softened up, use a towel on both ends of the figure to hold and to pull with.
Originally posted by bigbarada
I'm not really sure about it myself, I just thought I would take this opportunity to tell you that this is in the wrong section.;)
Actually, I assume you simply submerge the figures in boiling (or very, very hot) water and that should soften them up enough to "pop" their arms, legs, head, whatever out and stick them on whatever figure you are swapping with. That's as near as I can figure it.