Usually you will need to use an impact screwdriver on those...
If you don't have one then another way to do it is put the allen wrench in the bolt and then put an adjustable wrench on the allen wrench and apply a little bit of turning force. While doing this pop the end of the allen wrench with a hammer and it should come loose.
Actually come to think of it why do you even need to remove the rotor? You should be able to pull the axel out as long as you have the nut off and the brake caliper removed so you can swing it out of the way for clearance.
When you remove the drive shaft do not pull on it. You can separate the CV Joint inside the boot if you do that. You will want to pry in between the CV joint cup and transmission to remove it. Some times a dead blow hammer can be useful here if you have enough room to thwack it. When doing this be careful to not mess up the rubber seals on the transmission case. The Axle/CV joint is held in place by a C clip that fits in to a grove in side the diff, you basically need to use just enough force to pop that C clip out of it's groove and then it will be fee. Also be sure to drain the transmission prior to pulling the axles or you will have a nice mess going on before you know it.