Shower Arm Disaster

[twit in tally]

Okay so a while back I noticed my shower arm was cracked and spraying water toward the ceiling. I quick patched it for a little bit.
Today I went to Home Depot and looked around in the plumbing supply area and got a new shower arm, flange and head. The instructions on the pack made it look horribly easy (of course this is where it all goes bad).
I got in my shower and tried to unscrew my old shower arm. I am able to get it right up to the end and the I can get it no further. On my current arm it has a flange that is attached and I am unable to move without breaking it. But looking behind it as I turn the arm there seems to be a black part (within) the wall that is spinning with it. Now I'm worried that I'm unscrewing something with in the wall. I was able to righty-tighty it right back up and it doesn't seem to leak (except where the arm is cracked). Help how do I get this black thing in the wall to hold still so I can finish unscrewing the arm and am I causing terrible damage within the wall and should walk away????

[HayZee518]

evidently there is a coupling within the wall. get a pair of channel-lock pliers and see if you can hold it still and unscrew the shower arm. The old flange or cover piece break it off so you can get behind it to the coupling.
once the arm is removed use some teflon tape and thread the new arm into the coupling holding it still. once the arm is caught in the threads, let go of the wrench holding the coupling and continue screwing in the arm. the pipe will screw in and tighten as well as be tightening the coupling. slide the new escusion (spelling) flange over the pipe towards the wall and screw on the shower head.