Note down your confirmation number of the purchased airline ticket. This will be used by the airline to access your flight information on their computer so that they can make the correct changes.
Contact the airline or the travel agent from who the ticket was purchased from. The airline's phone number and website can be located on the bottom of the confirmation e-mail or letter that you receive. You can also find their phone number by calling information or going online and performing a search for them. For example to find United Airlines you would type in "United Airlines contact" into a search engine without the quotes.
Tell the customer service rep about the changes that you want to make so that they can look in their system and see if they are able to do it. Sometimes flights are booked up and you will not be able to get on them last minute. Expect to pay a penalty of some kind for updating your flight information as this is a standard fee used by airlines.