Yes you need to remove the cross member to get the sway bar off. From what I have found, most racers just disconnect one of the end links, making the bar worthless. If you want to remove the thing, or install the Energy Suspension kit, then read on.
Removing the bar is simple. 4 bolts, all 12mm. You'll need a wrench to hold the bottom of the end link bolts, because they will spin. Let me rephrase that... If you're lucky, the will spin. I removed the sway bars from 2 different cars. on one of them, both end links came off fine. On the other, one end link bolt snapped, and the other bent. If you are replacing with the Energy Suspension kit, then don't worry abut snapping the end link bolts. The kit has replacements.
Here is the layout of the stock end links. They go, in order of sliding over the bolt; metal cup, bushing, sway bar, bushing, cup, spacer, cup, bushing, cross member, bushing, cup, nut. The bolts at the top of the picture are the other 2 bolts that were holding the sway bar down.
Now for the Energy Suspension poly bushing kit. Make sure you have all the parts to the kit, because you need almost everything. Here is a picture of the parts, and an assembled link. The order of assembly is exactly the same as the stocker above. The kit contains 4 bushings to slide over the bar, but you should only need 2 of them. The bushings should be lightly greased wherever they touch metal, which means on the inside of the sway bar bushings, and all over on the end link bushings.
Like I said before, I just left the sway bar off the car, since no one seems to run with it attached anyway, so I don't have a picture of the kit fully installed.