Add/Remove many to many associations in Entity Framework

It should look something like this:

To Remove Relationship

user.Roles.Remove(existingRoleEntity);

To Add Relationship

user.Roles.Add(existingRoleEntity);

You can use the navigation properties on the entities:

(assuming u is a User object):

using (var db = new UserEntities())
{
    Role roleToRemove = db.Roles.Single(SelectRoleHere);
    User user = db.Users.Single(SelectUserHere);
    user.Roles.Remove(roleToRemove);
    db.SaveChanges();
}

EDIT - Added SaveChanges based on Slauma's comment.