I'd leave it alone and then destroy it once they are gone.
I left town for a few days last summer and left my bedroom window open a bit. In the few days I was gone, a pair of robins built their nest on top of it and I couldn't close the window. They were gone in about a month; but it was pretty cool to watch them do maintenance on the nest, see one bird bring the other food, see the (presumably) male bird sit on the wires out back and chase magpies away from the yard, hen see the little chicks poking out of the nest.
After they were gone, we got rid of the nest and they didn't come back. It was a good spot for them since it was protected under the eaves, but a bit of a pain to not be able to close the window.
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