To open your segment ring, slightly twist the ends in opposite directions; do not pull apart sideways.

While this should be easy with smaller gauges such as 18G & 14G, larger gauges may require tools for reinserting the segment.
When shopping for a segment piercing, remember to look over Piercing Size Chart to make sure you understand what the measurements actually mean.
All of these body jewelry measurements, and specifically, all of these segment sizes, are going to help you determine which septum is going to fit and look the best on you.