At the top of the shift boot is a small compression cuff. This cuff fits over a collar on the bottom of the shift knob. Carefully wiggle the cuff downwards and away from the shift knob. It requires very little pressure to do so.
This process takes only a few minutes (and steps), but the difference is noticeable. I feel more control over my Subaru and don't have that mushy, cheap shift knob feel which seems to disconnect me slightly from the transmission.