You can delete the links from lines 74 to 77 of wordpress-seo/css/xml-sitemap-xsl.php - It's safe to delete the link text between or the full paragraph.
<p class="expl">Generated by <strong><a href="http://yoast.com/">Yoast</a>'s <a href="http://yoast.com/wordpress/seo/"></a></strong>WordPress SEO plugin, this is an XML Sitemap, meant for consumption by search engines.
You can find more information about XML sitemaps on <strong><a href="http://sitemaps.org">sitemaps.org</a></strong>. </p>
You'll have to do it for every update though - I really wouldn't bother - I'd rather give Yoast the credit for this excellent free plugin.
Can you get in trouble from the links? - NO your site won't suffer as a result - Sitemaps have no ranking value for your website, and those links won't be considered link spamming.