WARNING: This page is about a different car, the 2007 GMC Sierra and 2007 Chevrolet Silverado. However, it is still accessible from the selected car via links, so may be relevant.
Fig 1: Transmission Oil Cooler Pipe Connectors
Courtesy of GENERAL MOTORS CORP.
Disconnect the hose from the transmission oil cooler pipe connector being replaced.
Remove the transmission oil cooler pipe connectors (1) and (2).