Toss your current site and get a new one with the domain name that you want.
you are STUCK with the url you have now. There is NO way, in any editor, to simply go and "change site address". Your site address reflects your domain name as registered with the Registrar.
You can, if you want to keep the original site, get a new domain, and install a re-direct on the new domain that will take the viewer to the original old site.