What religion do you want to change from?
You can only freely change religions between Catholicism, Protestantism and Reformed.
If you want to change to another religion, what you can do is send your missionaries to a province with the target religion, (allowing it to revolt due to being converted) put your missionary spending to 0%, and wait for a revolt. Once some religious zealots come up, comply with their demands, which would be 'state religion switched to x' as well as 2 decentralization and a pretty bad reputation hit.
It's an exploit sort of if you are doing it intentionally, but it's the only way to switch from Islam to Catholic or Budhist to Orthadoxy or Orthadoxy to Catholic etc.
From anamist. I also have the Mayans as "Defender of the Anamist Religion" just so I could see how it worked (granted, all of the other anamist nations are gone now). I did try that, but they didn't revolt...