youre doing it backwards. to remove the cog you will want to hold the wheel stationary and turn the cranks counter clockwise.
the easy way I remember which way is which is that the hub is designed so as you are pedaling forward, the cog is tightening. if you pedal backwards, you are loosening it. this is what the lockring is for. the lockring is threaded in the opposite direction of the cog, so if the cog tries to unthread itself, friction will force the lockring to tighten, keeping everything in place. so in short
cog on = turn the cog clockwise.
cog off =turn the cog counter clockwise
lockring on = turn the lockring counter clockwise
lockring off = turn the lockring clockwise.