you will need , a cresant wrench
first..remove the old shower head with the cresant wrench
there should be a place to put the wrench on. turn it counter clockwise.
nextyou got plumbers tape?
apply the tape on the pipe threads, hold the tape down..with your thumb and roll the tape onto the threads clockwise. tight.just pull real hard to tear it off
next put the head on..dont tighten to tite with wrench
if you noticed, it has a rubber washer, to tight will damage washer your done

Chances are, your old shower head will simply unscrew from the curved arm that sticks out of the wall. Alternatively, if it's a really old shower head, it may be attached to an arm with a ball fitting on its end. If that's the case, you'll probably need to call in a plumber to remove the the old arm and shower head, and replace it with a new arm that has a threaded fitting on the end. Fortunately, you don't see the old ball-fitting types of arms very often, so very likely, that won't be an issue.

Assuming that you have a threaded arm, all you probably need is an adjustable wrench (also commonly called a crescent wrench) that will open wide enough to accommodate the threaded fitting on the shower head. As you look at the fitting, you should notice that it has two flat sides. Simply adjust your wrench so that the flat sides fit into the jaws of the wrench, and gently turn the fitting counter-clockwise. Once it loosens, you should be able to twist it the rest of the way off by hand.

To install the new shower head, wrap some teflon tape tightly around the threaded fitting on the arm. I like to go around the fitting a couple of times with the tape stretched tight. Now screw on the new shower head. Screw it on finger tight. That's probably enough. You don't want to over-tighten it. Turn on the water, and you should be in business. If the fitting leaks, try tightening a bit more by hand. If that doesn't stop the leak, try tightening the fitting very gently with the wrench, but don't force it. If it still leaks, remove the shower head and the teflon tape that you put on the threads earlier, so that the fitting is once again smooth. Now apply new teflon tape, but this time wrap it around 3 or 4 times, and try again.

Both of the other posters offer excellent advice but I would like you caution you on one other issue and that is to hold the threaded bent pipe, that the shower head is mounted on, in place while removing the old shower head. This threaded pipe is also screwed into a fitting inside the wall and if you manage to loosen it while attempting to remove the shower head you can cause a leak in your wall that you may not be aware of until its too late. I recommend you wrap the pipe with an old belt or a small piece of scrap leather to protect the finish on the pipe and then hold the pipe still and tight with a small pipe wrench. You can then loosen the shower head as mentioned above without doing damage to the pipe. Hold the pipe still when attaching the new shower head also.
Hope all this helps

To all of the posters, you gave me excellent directions for the installation and I thank each of you very much.

Vicki