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The base of the shower head should have two flat areas that an open-ended / open-ended adjustable wrench would fit. Then you'll need pliers or channel locks to hold the shower arm steady. I recommend using a towel to wrap the shower arm, so the pliers do not scratch or gouge the shower are. You'll also want to teflon tape the threads prior to the new head being installed.
Hold the pipe firm don't allow it to turn. Some times there is a build up inside and it can be tough to turn.