I thought I saw screws on the Hampton Bay photo, but maybe not. If you don't see the screws, then it's the twist-off method -- which is actually preferable, but you better be ready to take the weight when it drops free.
I hate the retaining-screw method, because over time the screws and the collar hole get gummed up with crap (or the screw rusts) and it's hell to get those little things loose. You'll ripp up your fingertips trying, and they're really too small and round for pliers or a wrench to work effectively. Especially when you're craning upwards from the top of a ladder. Boy, have I been there.
Or, invite the folks from Trading Spaces over to redo that room. They'll rip out the ceiling fans right away -- they always do :-). Problem solved!
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