loosen the bolts on the front of the engine skid - maybe half way but you won't need to remove them.
http://www.skidplates.com/Engine_02_KJ.aspIf you look at the picture of the skid the front of the skid is on the left top of the page and the rear of the skid is in the lower right side of the picture. You are looking at the top of the skid (the part facing the bottom of the jeep, not the ground.) You'll see that the front right side tab (passenger side) has a cut grove for the bolt, not a hole. So on the back right side (passenger side) of the engine skid just loosen that bolt up so it's just attached by a few threads. Pull the engine skid down to the bottom of the bolt and slid the transmission skid plate above the engine skid in the grove and now you have a way of holding up the part of the skid plate (it's a lot easier with two people.) Now I think the 02-04 will all use the far left side hole (it's angled slightly up.) I think the 05-07 use the left side grove and not the far left hole. If you can use the grove, you won't need to remove either of the bolts and just do the same thing you did on the right side.
Hope that makes sense.
Edit - just found this link with a pic. Should give you a good idea how it will look.
http://www.skidplates.com/Images/Jeep/K ... View_2.jpg