Pete's absolutely correct - you've got a screw-on freewheel rather than a
splined cassette system on which the freewheel mechanism is effectively part
of the hub. Replacing sprockets is very unlikely to be possible, because
spares are just not generally available and the freewheels are themselves
very cheap (ยฃ10-ยฃ17)
It's *just* possible that your cassette removal tool *might* still work,
because the splines are very similar, but it's certainly much safer to have
the right tool:
http://www.wiggle.co.uk/?ProductID=5300003496
If you do decide to try to use your existing tool, be aware that the force
required to remove a freewheel is, as Pete has stated, much greater than
that needed for a cassette. You might end up destroying your tool. (Ouch.)
You say that, at present, the axle rotates when you're trying to remove the
"cassette" (freewheel); this may indicate that the splines are not engaging
with the freewheel, and that the axle locknuts are restricting it. Removing
them may help, but will get you into hub adjustments you're not confident
with.
As I say, I'd go with Pete's advice, but do re-post if you want more help
with either your existing tool or the correct one.