Well it's not in with the fuses. That's because it's under the dashboard on the drivers side - WTF!? (Sorry rubbish photos, I don't have a macro lens - it's the little yellow bit of plastic):
If you simply pull the little plastic shelf off carefully (which was off when the car arrived at the dealers) the fuse remover if just clipped neatly onto the back of it. You don't need to remove anything(screws, etc), it just pulls off.
I found it when I had my bluetooth problems.
To be honest I didn't find it much good and ended up using some metal pliers for removing ICs from circuits.