You almost "have" to have a means of locking the fan hub. If you try doing it one more time, you'll notice the pulley behind the fan (the one that turns the fan). When you try turning the bolt, you'll probably notice that the pulley is rotating along with the bolt. Kind of hard to tell. If that pulley is turning, you're not forcing the bolt loose, you're just spinning the pulley (and the hub/bearing that the pulley and fan are bolted to). There are 2 blank holes in the hub (the HUB now, not the pulley; the pulley is bolted to the hub). This special tool is a piece of rod, about 3/16" diameter, with a 90 degree bend at the end. The bent end inserts into either one of these blank holes. The bent end has to be lined up with these 2 "ribs" that are cast into the bearing bracket itself. If you look behind the pulley, slightly to the drivers side (near the crankshaft position sensor) you will see these 2 ribs that the tool "saddles" into.
Typically the way this works is you'd put the tip of the rod into this "saddle" area and then rotate the bolt holding the fan on counter-clockwise. Keep turning until you feel this "tip" go into one of the blank holes. You may get a couple little "ticks" out of the tool as it passes by one of the actual bolt holes, there are 4 bolt holes and 2 blank holes. The 4 bolt holes are the 4 bolts that hold the pulley to the hub. This is the BACK side of the holes though, not the front where the heads are.
You can't really hold it by the fan itself. For one thing it's plastic, for another it's mounted on a viscous clutch, so there is no effort possible on the fan.
The torx sockets really have worked nice for me, but possibly you just aren't actually "turning" the bolt yet.