The first step is to remove the set screws. Often times they are filled with crud and growth and must be cleaned before you can get an allen wrench in there. I find a nail or coat hanger a good tool for cleaning out the allen heads.
You may also want to hit the set screws with some P.B. Blaster before attempting to remove them. If you see what looks like red or blue Locktite you may want to heat the set screws with a heat gun before trying to remove them. This will avoid the potential stripping of the allen heads. An impact driver can often remove set screws without stripping them. The fast impacts break them free often with ease.
Please be aware that not all struts have set screws. Clean the strut and look for them and if you don't have them move onto the next step.