* Are you talking about a protective film applied *after* manufacture? Some dealerships or detailers might apply a clear protective film to the headlights. This is usually easily peeled off, but if it's been on for a while, it might be more difficult and require some care to avoid scratching the headlight. Start at a corner and gently peel it back. Use a hairdryer to warm the adhesive if needed to loosen it.
* Is there yellowing or clouding on the headlight lenses? This is common on older cars due to UV degradation. If this is the case, you're not removing a cover, but rather attempting to restore or replace the headlight lenses themselves.
* Is something else obstructing the headlights? Perhaps you mean something like a bug shield or a protective cover someone added to the entire headlight assembly? More description is needed.
* Are you trying to access the bulbs? To access the headlight bulbs, you'll need to remove the headlight assembly itself. This usually involves removing several screws and possibly disconnecting some electrical connectors. Specific instructions will vary depending on the exact Mustang model year (even within 2000, there might be slight differences) A repair manual specific to your year and model will be your best resource. You can find these online or at auto parts stores.
To help me give you the right answer, please provide more details about what you're trying to remove and why. A picture would be extremely helpful.