screen door shade

Had the same problem. I sprayed silicone (slide lube)between the shade and the cover and on the ends of the roller then played with it, till it unlocked. Then it rolled up. Then pulled it out and sprayed the fabric (lightly) and wiped it down. Had to do it again a year later (seems I didn't do a thorough job) It's been great for three years now. Seems that dust and dirt will jam the shade against the cover. I did not try to remove the shade from the cover. I could see that would be a handful.
I hope you are talking about a black, smooth fabric shade. If not ???