Can anyone provide me instruction on replacing a shower faucet. The water will not shut off so I have to replace the valve??

I think many of us could give you the instructions but it will not be more clear than the instruction and diagrams you will find in the new faucet package. Lets get started at a basic level. Shut off the water at your main and release the line pressure. Remove the knob and bezel. Likely you will see a large hex holding the faucet valve gutts together. Remove it and you will find a cartridge or a valve. Whatever you find take it to a good store or plumbing supply house, not necessarily Home Depot or Lowe's. It may be easier and much cheaper to rebuild your current valve than replacing. Replacing a shower valve inside a wall can get dicey with old pipes, cramped spce and propane flame.