I was looking at my sewer clean out and trying to figure out how to remove the cap. It is not a threaded cap and appears to be a slide on. It looks like this http://cammackranchsupply.com/store/product.php?productid=273 How can I remove this

Link no good, try again.

Cammack Ranch Supply :: Water Products :: PVC Fittings :: PVC Cap (http://cammackranchsupply.com/store/product.php?productid=273)

That is just a PVC pipe cap. Intended to be glued on. If used over a clean out probably isn't glued. Try taping up under its edge with small block of wood and hammer. If glued will have to be cut off.

I haven't tried to remove it yet. Wasn't sure how to go about trying to remove it another. Can I add that has the threaded lid? (after the current is removed or cut.)

Don't understand question. Do you mean can you replace it with usual clean out? If so yes. Remove it or cut it off, install female threaded adapter and plug.

Well I went out to look and see about getting the cap off and as soon as I applied a little force that whole PVC part lifted out. Which I guess means the whole thing was a cap or at least not secured with anything.

Should I just put it back in or is there a way I can put a correct style clean out in? Or would that be better done by a plumber?

Either way. This is for access to the sewer pipe for snaking a blocked line.
I'd just leave it as is. If you want to change it, just get the threaded female coupling , a plug and some PVC glue. Remove the cap, coat the outside pipe and the inside of the coupling with glue. Slip the coupling on the pipe, screw in the plug.

I'd just leave it as is.