It's a pain in the ass, and potentially harmful. I'm sure there is an official way to do it, but I don't know it. Unless you need to replace it, there is no reason to remove the grille anyway.
It's held on by a compression spring. Take the sticker off the grille. It's at the bottom. You can see two holes in the cap. You can see the spring through the holes. Pushing the spring inwards through both holes allows you to lift the grille off. If you force the grille up, though, most likely the spring will come with it and will shred the diaphragm. Then you can send it off to Shure and for $50 plus shipping they will fix it for you in three to five weeks.
ive have a document from 1978 showing u how to do it, i got it from shure wahen i interviewed them about the SM57... i dont have a scanner otherwise i would send it to you... if you can be bothered, ask them for one.its called the
DATA SHEET - replacement parts kit for sm56/57&58
Go to the Shure website, then go to their "Knowledge Base". Click on "Wired Mikes" and "SM Series". Type in "SM57 Grille Replacement". Dowload the PDF page. Complete with detailed pictures.