How to loosen a screw

Press down on the screwdriver or allen wrench and turn the set screw counterclockwise. If that doesn't work, tap the butt of the screwdriver or allen wrench with a hammer to loosen the thread bond. Lastly apply a wrench on the screwdriver blade or allen wrench as seen here.  
 

Lean your weight onto the screwdriver to keep it in the slot as you turn it with the wrench.