Things You'll Need
Valve stem wrench
If the cold water will not turn off in your shower, the cause is likely a dysfunctional valve stem. The valve stem in a cold water handle on a shower faucet attaches to the seat of the faucet at the bottom and to the handle at the top. When the handle turns the valve stem it controls the flow of water to the faucet. One symptom of a malfunctioning valve stem is that it will no longer shut off the water properly.
Locate the shutoff valves for the shower and turn them off. Many times there is an access panel behind the shower that, when removed, provides access to the shutoffs. If you cannot find an access panel or the shutoff valves for the shower, turn off the water from the main shutoff valve for the house.
Remove the handle from the cold water side of the faucet. There may be a beauty cap on top of the handle that you will have to pry off with a standard screwdriver to reveal the handle screw. Use a Phillips screwdriver to remove the screw that secures the handle and take off the handle.
Pull out the washer, if there is one, using a pair of needle-nose pliers. There may also be a plastic or metal collar that slides off the handle assembly.
Secure the valve stem wrench onto the valve stem until the bottom of the wrench is fixed around the bottom of the valve stem. Turn the valve stem counterclockwise until it is loose enough to remove the rest of the way by hand.
Place the new valve stem into the handle cavity and turn it a couple of times to start it threading into the seat. Tighten the valve stem the rest of the way with the valve stem wrench.
Replace the washer and collar, if the faucet has them, and secure the handle to the valve stem with the screw that was removed. Replace the beauty cap, if there was one, and turn on the water supply.