Penetrating oil applied to the screw and let soak for a day even two, is the norm to loosen it.
You should not resort to excess force as it may break thus creating a bigger headache.
A picture always helps.
Use of heat and other approaches may become neccessary.
I own an old Elgin pocket watch and am trying to remove the screws to the main barrel and the stem but they are extremely tight to the point that I'm finding it impossible to remove them - even with a lot of force and pressure.
I do not want to damage my watch as it is an antique but at the same time do not want to send it to a professional if I can get it undone myself.
I've tried different sized screwdrivers to no avail, and understanding that it is a no-no, I've even used a cotton swab to apply WD-40 directly to the screw. I do not know if the screw has rusted or not - the watch itself is immaculate so I see no reason for the screws alone to rust.
Does anybody have experience removing stuck screws from their watches or pocket watches? These things are absolutely tiny!