Remove the Heater Cover
Remove the faceplate from the heater. This usually involves just pulling the cover upward and lifting it off the mounting groove in which it fits.
Clean the Fins
Using your vacuum's crevice tool or dusting brush attachment, vacuum the inside of the unit, taking care not to bend any of the metal fins. Take your time cleaning between the fins, as that is what will make the unit run more efficiently.
Be careful while working around the heater's metal fins. They are sharp and can cut you. It's a good idea to wear work gloves while cleaning a baseboard heater.