First - to change a component, save the library after you make you footprint changes. Make sure your PCB document is open. Open the library editor and put the cursor on the name of the footprint you want to update, right click and a menu will drop down. One of the choices on the menu will be "Update PCB with <component>". Click on that menu choice and your old footprint will be replaced with the new footprint. Save your PCB document.
Second - to do a global edit, you use "Find Similar Object". You get to that function by placing the cursor on one of the objects of the type you want to change. Right click and a menu drops down, the top choice is "Find Similar Objects". Click on that choice and a dialog opens. Read carefully through the items and select those parameters you want to match by choosing: "Same", "Any", or "Different" in the right column. Click "Ok" and the "Inspector Panel" will open. Make your changes in the appropriate boxes, hitting "Enter" after each change. All of the selected items will be changed according you your choices.
You can find help for the global editing by looking at the tutorial available online at:
**broken link removed**. Improvements have been made since the version you are using, but the basics are still the same.
If you are still confused, post your additional questions and I'll give them a shot. The version you are using is newer than the one amjad is trying to describe - that is why his advice won't work for you. You really should try to update with the latest service packs, many bugs have been fixed and many improvements have been added.