The screw is standard right hand thread (i.e.: turn counter-clockwise to remove). Those bloody things always fawk up. If you can't get it out with a screw extractor then just break the old rotor off and pull the screw with vise-grips. Put a little anti-seize on the new screw before you put it in. Check e-gay for cats.
How long has the car been sitting? It could be bad gas. While you're doing the tune up you might as well put in new spark plugs, ign. wires and fuel filter too.