Yes, they're clipped in...if you've ever seen a car with them removed, you'll notice the long line of holes that have to be filled upon removal. You'll have to pop off the door panel to remove the moldings.
With that being said...if you wish to have them removed. Do it the correct way the first time and have the holes welded shut. I'm sure the Bondo-Bandwagon will chime in at some point here...but the only thing that fills metal correctly is well, metal.