I was going to replace my shower head when I realized there is no male end of the shower arm connecting to the showerhead instead there is a ball inside the showerhead that connects to the shower arm. There is no way to disconnect that from it. I wanted to try to replace the shower arm with a new shower arm that had male ends on both sides. I used vice grips and channel locks and also put WD-40 and gave it all my muscle... is there anyway that the shower arm is completely connected to the pipes behind the wall and the only way to get the shower arm out is by replacing the pipes or have shower arms always been made with a male end that connets behind the wall? Also I pulled and pulled on the shower arm a good half inch came out of the wall but I still didn't see any threads.

http://pinterest.com/pin/42150946482955317/ here is an image of the shower head it looks like it can disconnect but that is a line on it... Please help!

http://pinterest.com/pin/42150946482955317/

Shower arm screws into an elbow inside the wall. Never seen anything else. Put a pipe wrench on the shower arm close to the wall and turn counter clockwise.
When installing new arm, coat threads with good coating of pipe joint compound. Some people prefer Teflon tape but I've had better luck with pipe joint compound. Screw arm into elbow by hand. Then insert a long screw driver inside the other end of the shower arm and use it as a handle in a circular motion to further tighten the arm.
Of course the arm must point downward so make your best guess as to whether you can make another full turn. If the arm ends pointing anywhere other than down, remove it completely, recoat the threads and screw it in again and don't try to tighten it quite as much.