I am trying to install new shower head. Pipe coming out of wall is too long and I need to replace is with a shorter one. I can see were it is screwed into another pipe but cannot turn it. Is there someway to loosen it?

Bigger wrench with perhaps a "cheater" bar. Can you get hold of the pipe it is going into ?

Once more Chuck nailed it. What you're attempting to remove is called a shower arm and it threads into a drop eared ell. (see image) This ell's secured with two wood screws and won't break free. Like Chuck sez. A big pipe wrench and a lot of muscle. Good luck, Tom