Most new shower heads do not have a removable flow regulator. It is permanent, but it can be drilled out.

You need to remove the little water saver piece inside your shower head. You didn't need to change out the entire head.

Look up your type and pieces online.

See Post No. 16.

Water Pressure
 

Thank you everyone for your smart and quick replies. I will let you know how it goes!

Buy Modified Shower Head on eBay
 

As noted by others, you may have a "pressure" problem, but, more likely, have a "flow" problem.

If the flows at your faucets are fine, it's not likely you have a "pressure" problem. If there are problems at the faucets, there could be numerous causes. They range from calcium build-up in the pipes; a defective pressure regulator; a collapsed matrix bed in a water softener; or a cartridge filter that needs to be replaced.

Most likely, you have a "flow" problem due to the restriction in your shower head. Even before the government mandated "low-flow" heads of 2.5 GMP, hotels were installing these heads to save money. I used to travel for business. I got so tired of not being able to take a decent shower in many hotels that I started carrying a screwdriver to pry out the restrictor plate that was inserted in the shower head. With the passage of years, manufacturers seldom add these plates to restrict flow and, instead, design the shower head with a small diameter hole in the "ball"which is what allows the head to swivel on the pipe from the wall. To increase the flow with these heads, you have to drill out the hole. This can be hard to do as the "ball" easily turns as it is designed to allow the head to swivel.

Fortunately, some entrepreneurs have solved this problem for you. Go to eBay, search for shower heads, and then search for "modified" heads. Usually, these are Delta heads which have had the "balls" drilled out. Most state they increase the flow to 10-14 GPM. DO NOT buy one which only says it is a "high pressure" head.

The Delta heads are satisfactory, but plain vanilla. I searched longer and found a fancy head which is only sold overseas and is not subject to the 2.5 GPM mandate.

Remove the shower head. Look at the diameter of the inlet. Note it is much smaller than the diameter of the pipe to which you had attached it. Usually you can use a pliers to remove the flow restricter, then your problem is solved. Otherwise, drillthe inlet hole and make it larger.

Increased shower water pressure
 

Moved here a year ago with the same problem. The issue is not the water pressure because that is controlled in the community. The issue is the flow. I removed the restrictor valve ( a green ring). Bought a new shower head from hammacher.com item #97436 $69.95
Because our pipes have tapered ends this shower head is from Europe and they still use the straight line pipe connector I had to buy an adapter. Do not try to put a straight connector without the connector adapter. You will strip your pipe.You can find the adapter connectors on Amazon. It’s called:
Metal brass pipe fitting converter1/2g female-1/2 Npt male.it costs $12.99. Installed this in about 10 minutes. Great pressure and flow just like the old days. Hope this helps.