If you are replacing the pads and rotors, i WOULD NOT open the bleed screw.
The rotors are probably old, and the pads have worn the rotor down, but the outer lip is still there and the pads can't get off the rotor.
I'd use a hammer and a pry bar. Sounds like one of your first brake jobs, and IMO you don't want to want to have to mess with bleeding them.
BTW, i'd had the same problem before, on multiple vehicles. It's not a big deal.