Right-Click 'My Computer' and select 'Manage' to bring up the 'computer Management' window.
On the Left pane, you'll see various menus. Select 'Disk Management' and all your drives will be displayed in the right-hand pane.
Right click on the drive you want to change and select 'Change drive letter and paths...'.
You won't be able to change the C: drive but you can change the rest.