They didn't say how they plan to do it.
Nadezhda Tolokonnikova and Maria Alekhina were among three members of the band arrested after its brief, unauthorized performance in Christ The Savior Cathedral in March 2012, calling on the Virgin Mary to protect Russia against Putin who was on the verge of being elected to a third term in office.
All three were convicted or religious hooliganism and sentenced to two years. Tolokonnikova and Alekhina were released this week under a broad general amnesty measure; the third was released on a suspended sentence last year.
Visibly nervous Tolokonnikova and Alekhina flew into Moscow Friday morning and held a two-hour news conference in the afternoon. Both insisted that their release did not change their attitude to the president and the system of government that he built.
"As for Vladimir Putin, we still feel the same about him," Tolokonnikova said, referring to the chorus in their song, "Mother of God, drive Putin away."
"We still want to do what we said in our last performance for which we spent two years in prison: drive him away."
Tolokonnikova said "the scariest thing about Putin's Russia is the impossibility to speak and be heard" and suggested that former oil tycoon Mikhail Khodorkovsky, who was pardoned earlier this month after spending 10 years in prison, would make a better president.
Tolokonnikova and Alekhina steered most of the questions toward speaking about their plans to form an organization to help Russian inmates. Tolokonnikova said Russian opposition leader Alexei Navalny will help raise funds for the organization.
In September, Tolokonnikova published a long letter from her penal colony detailing harsh conditions for inmates including long hours that they put in at the prison workshop.
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