Deadheading the spent flowers on a rhododendron tends to focus the energy of the plant towards new flower production and general plant health. It also improves the sight of the plant when not in bloom.
To deadhead, use your fingers and gently rock the base of the spent flower truss back and forth until it separates from the plant. That's it. Now you can either toss the spent bloom under the shrub for mulch or discard on the compost heap. Your fingers might get a bit sticky from the residue but that's part of the fun of gardening.
I tend to deadhead my rhodi's in the evening after I've worked all day in the garden and I'm strolling around to admire my work. I usually stop when it gets dark and that's how I know it's dinner time.