I have tried and tried but the screw in the center of the moen crysal knob just turns but does not come out. Do I have to shut the water off and then put the knob all the way out and then unscrew ? Please help.

If you removed the small plastic cap exposing the screw and the screw keeps turning it may be stripped. Lift or pry up as your turn the screw. Do you know the model number?