You can change your default shipping or delivery address by logging in to your account, and clicking on MANAGE ACCOUNT.
Once you're in your account overview, click on MANAGE ADDRESSES.
Once you're in the list of addresses for your account, click the EDIT button below the one you want to edit or set as default.
Update the details as required and tick SET AS DEFAULT ADDRESS if you want all your future orders to be delivered to this address. Click on UPDATE ADDRESS when done.