An anti scald valve can be a valuable piece of equipment in your shower, protecting you from accidental burns from too-hot water. There are many different brands that can have different methods of adjusting the temperature; check yours for the most exact instructions. That notwithstanding, there are still some general instructions that should handle most valves.
Step 1 - Remove the Handle
The first thing you need to do before you can adjust the valve is access the valve. Unscrew the outer handle, as well as remove the inner components, such as washers, rings, etc. Take care to remember what order you remove them so you're not stuck when you put it all back together.
Step 2 - Adjust the Valve
Once you've removed all the outer components, you should have access to the valve. It should be circular, may have gears, and you may have to use the needle nosed pliers to turn it. Some brands have numbers printed on the valve, to indicate the temperature it's set at. If it's not clearly marked, you'll have to experiment to get the right temperature, but be careful when testing. Hot water can burn your skin very quickly.