Don't just pull...There is a set screw (two, in this case).
Whether it is a flat head or allen depends on the knob style. They are as follows:
Big Blue, Black / Red Rubber - Flathead
Black Dimple, Basic Black - Allen
Use caution when tightening these. They need very little tension to hold them on the shaft. More than just snug will just inflict unnecessary damage to the shaft.
The TokenTop comes with it's own wrench. The set screw on this one is special so it cannot gall the shaft, which makes it the best choice when used with one of the Mini-Racer wheels.
RandyT