if the metal shield/cage you are refering to, is the same shape as the nut(hexagonal),then it stays in place & you need to find a socket to fit over it to undo the entire hub nut/cage etc. Inside the cage there is normally about 3 nuts, & the cage acts like a self locking assembly. Do not try to break it off,or you will have to buy a new one.
jim, June 2010