Well, think about it. As you pedal, the freewheel tightens itself right. So to unthread it you need to turn it in the freewheel direction. Which means you can't turn the cogs, because they will freely spin in that direction.

You need a special tool/socket that has splines and fits inside the whole freewheel cassette mechanism like http://www.parktool.com/products/category.asp?cat=4. You could probably take the wheel to your LBS and they could pop it off for ya maybe even for free.