To remove the old knob you should position the radio where you can put your fingers around the knob and help hold it in place while you turn the screw

It is best to try to use a screwdriver that fits snuggly. You don't want to use one that doesn't positively touch all contacts of the screw head. A loose fitting screwdriver could strip the head of the screw

This screw is "normal" right hand thread. So, Righty-Tighty and Lefty-Loosy