hm, the only part of the pedal that should spin is the section to the left of that black rubber seal (in the photo). the wrench should fit flush with the crank arm (ie right where the pedal threads into the crank).

EDIT: it looks like there aren't any wrench flats on the pedals after all. why do pedal designers do that? i had a pair of times like that and it drove me crazy getting the pedals off.

have you got the chain on the bike right now? if you have, try putting the allen key in the pedal and stepping down on it with all your weight (remembering of course that the non crank side pedal unthreads clockwise).