For orders already placed and yet to be dispatched, you may update your delivery information.
If you've placed your order using a registered account, log in to your account. Navigate to your Order History, click into your order, select "Manage Order", and "Modify Shipping".
If you've placed your order as Guest, go to your confirmation email, and click the link provided under "Do you need to update your order?". Select "Manage Order" and "Modify Shipping".
You will not be able to change your address for any orders that are in the process of being dispatched.