The cover is just stuck-maybe its been painted over at some stage.
Do not attempt to prise the switch cover off unless you have first removed the fuse or isolated the supply to your shower isolator switch.
You should be able to rethread the cord through the switch mechanism then put a knot in the end of the cord to stop it coming out.
Test the switch is clicking before you reassemble. Then restore the power and check your shower heats up properly.
Geoff in Wales, July 2009