The front sight should come off of the slide fron left to right (if it is pointed away from you). I have never seen a 5906 with the front sight made as a part of the slide, but if you happen to have one, then the sight cannot be removed unless you mill or file it off.
The real trick is getting the tritium sights back ON the slide without banging them so hard you brealk the vials containing the tritium...do that and in a few days the sights stop glowing, and NO warranty against improper installation at home, either! In the case of a "solid" front sight, it must be drilled and a vial cemented in place...not typical home gunsmith stuff.
I suggest you contact Trijicon and set up an appointment for you to send your slide for their techs to do the install right there for you...they can usually do a two week or so turn-around, and if THEY break a sight, they will have to make it good...yes, it will cost you a little more, but for someone without the correct tools and knowledge...and, no disrespect, but if you had those you would not be asking this question...I think it is the best way to go.www.trijicon.com/home.cfm