Whether or not to remove the vein from prawns, a technique called deveining, depends on their size.
In general, small and medium-sized prawns do not need deveining except for aesthetic purposes. However, the veins of larger prawns often contain grit, and should be removed.
Here's how:

Step 1:
Hold the tail of the prawn in one hand and slip the thumb of your other hand under the shell between its swimmerets (little legs).

Step 2:
Pull off the shell, leaving the very bottom portion of the tail intact.

Step 3:
Use a small paring knife to make a lengthwise slit along the back of the prawn.

Step 4:
Pull out, or rinse out with cold water, the dark vein.
