If you want to change your domain you will have to delete the current project and create a new one using another domain instead.
In order to delete your project open your "Project Settings". There you'll find the tab "Delete". Just click the red "Delete" button.
You can create a new project instantly. Click on "Edit" and add the domain you want to analyze.
Please note that if you own a FREE account you can only delete your project once every 30 days.