It's optional if the card is seated correctly... but some cards force it by having an extra shank on the end of the edge connector.
Just flip it open with a finger-nail or something small to remove a card, or snap close with your finger-tip after installing an AGP card.
It revolves/snaps-into place like a hinge from the bottom/far corner. Some mainboards also have a slide-lock so be sure to look closely once you're inside the case. Pics from user-guide's may not always be the exact agp locking mechanism as yours has- so look for either the flip-open, hinged model.. or one that simply slides back- away from the slot to remove an AGP card.
