Removing pedals (slightly unusual!)

Can't get pictures ATM as i'm at work and don't ahve a lead for my camera phone, DOH!

Was just looking at some new pedals on the internet and noticed that some have this allen head on the inner but it is part of the pedal thread, so should i be turning it the same way as the spanner, meaning that it is there as an installation/removal aid?

Yes, you can use either one, they both work the same way, you're just more likely to get more leverage with a spanner.