I made Blend Shape for my guy’s head. When I move him, his head move off his rig. If I remove the Blend Shape, his head moves with the rig. I don’t know what to do. I need HELP.

This sounds like a problem with your deformation order.
If you select the Geometry for the head, you should see a list of inputs show up in the channel box.
The BlendShape node is probably above the SkinCluster node.
If you want to change this order, just hold down the RMB over the Geometry in the viewport.
Keep holding down the RMB and move down to Inputs and then over and down to All Inputs…
This will bring up a List of Inputs box.
Though it doesn’t look like much, the secret of this box is that you can MMB drag most inputs to change their order.
***Note to AUTODESK*** make a visual indication for things that can be MMB dragged in this window.
Just drag the BlendShape node below the skinCluster.
This should fix your problem.
In the future, when you create a BlendShape on a skinned object just select “Front of Chain” under the Advanced tab.
Hopefully this fixes your problem.
All the best with your project.
~Ben

Glad to hear it worked out...and glad you liked my short.
Thanks for checking it out.
~Ben