Sounds like you're new to the world of DCC. Not to worry, we've all been there!
First we need to know a bit more:
1) What type of system are you using (Digitrax, NCE, MRC Prodigy, etc.)
2) What type loco (brand, model#) are you trying to program?
Regardless of brand, any DCC system should enable you to change the loco's address at the 2-digit level.