Replacing shower arm with ball joint, Price Pfiister

[dangs]

I have an old shower arm that I want to replace with a threaded one because I need to take a shower and not use a bucket, but stores don't sell ones that connect to the ball type. So I wanted to know if you can unscrew the shower arm and replace it, but my dad said the arm is connected to a pipe and you would have to break the wall or something like that to change it. I don't believe him so I wanted to make sure if you can and if I need to call the plumber to install one. Also I was wondering if you can take it out would this work http://www.amazon.com/Danco-89078-6-...343478&sr=1-49

here are some pics of the shower arm

[shacko]

They do unscrew, but if it has been a long time there is a chance that it will break when you try to take it out. They also make a shower arm adapter that will change the ball to a standard thread, you can find them on the net by asking for a shower head adapter, luck.
The thread in the wall is a standard 1/2" FIP