http://www.parktool.com/repair_help/...readless.shtml
or
http://www.parktool.com/repair_help/..._headset.shtml
depending on what kind of headset you have. Only the cheapest of the cheap up until about 3 or 4 years ago have threaded headsets. 10-15 years ago it was standard equipment.
If your bike has a front brake cable routed through the fork you'll have to remove the front brake cable to actually remove your stem. If your bike isn't already a wreck, messing with the headset is a great way to turn it into one. It's rare enough that BMXers have even heard of grease, let alone the proper tools.