My shower head will not always completely shutoff... it's not the head, it's the valve in the wall. What do I need to do?

You need to post a pic or the name of the faucet.

The round plastic on/off knob for the shower stall is part of the Delta system...

Most likely the delta seats and springs need replacing. It will have some sort of cartridge, but only replace the seats and springs. [turn the water off first]