Wrap a towel around the shower arm to protect the finish, and turn the shower head counterclockwise with pliers to remove it. Set the old shower head aside, wrap the shower arm with Teflon tape, and twist the new shower head into place.
To install the new shower head, clean the threads on the shower arm, and wrap two to three layers of Teflon tape around the threads of the shower arm. Press the tape into the threads, and twist the new shower head clockwise onto the shower arm until it is tight. Turn the shower on to test for leaks. If leaks occur, tighten the connection, or wrap the shower arm in additional layers of Teflon tape.