Video was helpful, I wasn't aware the entire thing spun off, I did look at it last night for a nut or something I could back off but didn't find one, that's why.   
But it doesn't tell me anything else I need to do/should do before changing it.   
Do I need to shut the gas off/water heater off? 
Do I need to just make sure the water is below that or do I have to drain the entire tank? 
Do I have to shut off the water supply lines prior?   
Just making sure, I don't want a bigger headache because I failed to do something simple.   
Thanks again man, I'll run to lowes this afternoon hoping they are a standard size, otherwise I'll pull mine out first and take it with me.   
+rep