To change your shipping address, after you log into your account, click the 'Account Info' link in the top right corner of the home page. From there, navigate to the "Address Book" tab. You can change your shipping address by clicking "Edit Address" for the address designated as your default shipping address. You can also add a new address by clicking "Add New Address". If you want to set the new address you added as the default shipping address, you can click the blue "Set as Default Shipping Address" next to it once saved.
What If I Have Multiple Programs?
Not to worry! If you only wish to change the shipping address on one program, you can do so from the Active Programs page. Simply find the program you wish to change, and select the appropriate address from the Ship-to dropdown menu!