Good luck either way.
Hi, I'm going to assume this agent is representing you as a buyer. My first question to you is why do you want to change agents? Have you and the agent kept an open communication, let he or she know why you are requesting to change agents. It's possible you just need to voice out your concerns. If in the end you still want to change agents, you need to check and see if you signed a buyers agreement with this agent. If so, for how long.
As a buyer or seller you always have your choice to who you would like to represent you, just make sure you didn't sign anything stating exclusive buyer/agency agreement as stated in another response.
Hope all goes well in your home search.
It sounds like you're planning on finding a new agent so when you get a referral, just remember what it's worth ... http://www.trulia.com/blog/jared_christiansen/2009/03/aren_t
Please note that I do agree with the first two posters... ; )
Good luck, Dunes