If yours is a normal MG tube, use a hacksaw to saw off the ends of the tube (carefully)! Use an eyeglass screwdriver to pry out some of the rubber stuff, and use a knife blade to unscrew the set screws. I tried using the hot water trick on the endcaps but it didn't work too well, a metal hacksaw is much easier. Aim to cut in maybe 3/4 of an inch in from where the plastic endcaps meet the metal tubing, and try and shine a flashlight in through your cut so you know where you are before you cut all the way through.
I find the screwdriver idea to work pretty well, the rubber stuff is quite tough but an eyeglass screwdriver will get the stuff out. If you can see the glass (or the orange tape for one of the spots) at each spot where the rubbery stuff was, then tug (gently) on one of the mirrors on the end of the tube the tube will slide out with a bit of resistance. The rubbery stuff isn't strong enough to hold the laser in place in the tube once you've cleared out the center of each of them.
This is how I've extracted like 6 MG tubes now and my REO orange HeNe. Hope this helps :beer: