broken shower faucet handle is stuck

I have a single handle shower faucet that has come loose, to the point where it can just spin around freely. The only way to get the water to come on is if I bend it hard one way or another, while turning it. I tried to fix it but even though its loose, its also stuck. I has a small hole under the handle that I'm assuming a screw goes into to secure the handle. There's not screw in it though, yet the handle is still stuck. Anyway, here are some pictures:

1. This is what the handle looks like:
http://www.flickr.com/photos/redleader/2276582532/in/photostream/

2. Its hard to see, but there's a small hole for a screw or something underneath:
http://www.flickr.com/photos/redleader/2275791737/in/photostream/

3. In this photo you can see the gap between the base of the handle and the rest of the faucet. The handle is so loose and there is enough give that you can wiggle it around and see this gap. However, it just won't come off:
http://www.flickr.com/photos/redleader/2275792331/in/photostream/



THANKS!

There has to be a set screw (small flat head or allan screw) underneath the handle. It may not look like there is, but there has to be. Pull up on the handle in the open position and you should see the screw. (you may want to shut off the water to the house so you don't get flustered with the water running.

Unscrew the screw and should pull off. Try not to take the screw completely out of the hole.

Ok, I went back and took another look. It was so corroded and nasty in that little hole that I never saw it. But really, what did it was when you said "allen screw". This hole time I kept looking for a philips or flat head screw. Anyway, after much effort I got that allen screw off, only to find that the slot inside the handle that the faucet bit goes into is completely stripped (which explains why it was completely loose this whole time). So now I'll need to go and buy a replacement. Now the next question is, can I buy just a replacement handle? Or do I need to buy a whole new faucet and replace the whole thing?

i beleive that is a Delta faucet (looks like it anyway). You can probably call a 1-800 customer service number and they may send you a handle. You should be able to find after market handle