Grasp the base of the shower head on the nut where it attaches to the water line. Use a pair of slip-joint pliers. Use another pair of slip-joint pliers to tightly grasp the water line and hold it stationary. Turn the base of the shower head counterclockwise until the nut is loose enough to turn by hand. Remove the nut and the old fixture.
Wrap the threads on the water line with Teflon tape. The tape will help seal the connection and prevent leaks. Wrap the Teflon tape in the same direction as the threads so that when the shower head is installed, it will not unwrap the tape.
Screw the new shower head onto the water line by hand. Make sure that the shower head is screwed on straight to avoid cross-threading. Fasten the fixture by hand until it is snug.
Tighten the fixture using the two pairs of slip-joint pliers as you did when you removed the old fixture (see Step 1). Do not over-tighten the shower-head, or you may crack it.