Go to the last bound off stitch you made. Pull out the end of the yarn if you have already woven it into the shawl and pull that end through the loop of the last stitch. Now you should be able to just gently pull on the end and all of it will unknit row by row. (Sometimes you need to pull the yarn through the second to last stitch too.) If the yarn was a fuzzy or eyelash type yarn, you will find that the fuzz or the lashes will tangle every now and then, so you just tug a little harder there or untwist the fuzz, and continue to unravel it.

I understand what you're saying and I could do that if the last band of yarn wasn't so fuzzy and hard to work with. I can't find the end of the yard or the last stitch!!!! I even tried snipping the last piece of yarn but that hasn't worked! I hate to sacrifice the last band of yarn that I knitted but I'm thinking of just snipping it all the way to the second band of yarn. Is there a problem doing this?

No problem, you will just have a section of yarn that you will have to throw out because you cut it. You will find that the tail end that you wove into the shawl when you finished it will be a challenge to pull out, and that may be your problem too. I usually use the tip of a yarn needle and find the strand and pull it out a quarter of an inch at a time till I finally get it all out and back through the last cast off. Go fot it!