yeah I had the same problem. You keep turning and nothing happens. It is a two part system. It is a plastic screw and molly bolt. Try holding down the ring of the molly bolt while you turn the screw. After you do that, take off the two screws in each wheel well, then slide the entire assembly towards the front of the car. When I did mine, I ended up stripping some of the plastic screws. I got mad so I just ripped them out!
So now just have the two screws in the wheel well and two plastic screws beneath, but it seems to be holding just fine. So why are you taking off the skirts? Painting?