Yes, Agi, you do use the spool of thread just as it comes from the shop for the top thread. You normally let the machine wind some of that spool onto the bobbin for the bottom.
Maybe some 3-in 1 oil or WD40 will loosen the screw, but be sure to keep either one away from fabric and thread! These are both brand name products and I don't know how to describe them. Or if your machine came with a small bottle of oil that should work. Just put a product on and leave overnight to work, then try the screw.
Good luck.
Sewing machine - help needed, please
Moderators: rcperryls, Rose, karen4bells, Serinde, Alex
Re: Sewing machine - help needed, please
My daughter just managed to losen the screw for me. I will be trying it out tonight, but right now I am too tired... Wish me luck 
Agi
"The world, as a colourful knot of threads, has turned into a memory, and now you cannot be sure whether it was real." (Géza Ottlik, Hungarian writer)
My blog
"The world, as a colourful knot of threads, has turned into a memory, and now you cannot be sure whether it was real." (Géza Ottlik, Hungarian writer)
My blog