guess the shocker is spinning when ya turn the nut..

hold shocker with a pair of stilsons or similar to stop it spinning...
 
Be careful not to damage the shock or you will need to replace that as well. Dont clamp it too tight.
 
or some have a square end to the threaded bit so ya can put a spanner on the end to hold steady whilst ya undo the nut..

or some have a square section at the top of the threaded bit.. or just a couple of flats..
 

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