it's probably stuck because it is corroded. one way to loosen up corroded screws and bolts is to hit it with a hammer. or better yet, use an impact screw driver (for screws) or an impact/hammer wrench (for bolts)
if you do not have an impact screw driver set, just use an ordinary screw driver with a tip that matches the screw head (i.e., flat for flat head screw, philips for a philips head). then, holding the screw driver and at the same time twisting it in the direction to loosen, give it a blow with a hammer. (***MAKE SURE YOU HIT IT TAKING INTO CONSIDERATION THE SIZE OF THE SCREW YOU ARE TRYING TO LOOSEN! in simple terms, if the screw is small then hit it lightly, and if it is a big one then hit it more.) the combined action of twisting and hitting with the hammer will loosen up the corrosion and free the threads. also the impact tends to make the mating faces of the threads momentarily separate, thus freeing the threads. works all the time. well, almost all the time since sometimes the screw/bolt is just so corroded it becomes any mechanics' nightmare.
you can also try heating the nut or the part to which the screw attaches to and then spraying the screw or bolt with very cold water or freon. the difference in temperature will cause the the threads to free up.