Sorry to hear you are having trouble with your shower knob... can you give a bit more information? How about posting a picture! That usually gets more responses.
Do you think the shower knob is "frozen" because it is rusted shut? Has it been a long time since it has been used? Is the handle able to be pulled off after removing the screw? It may be rusty, it might be someone turned it off really hard and jammed something? If it looks rusty a bit of WD40 spray and careful turning (not to break anything!) might loosen it... What have you tried?
Post more information and perhaps more suggestions will be posted!
Mrs. NorCal Bambi (traveling in S Tardis)