couple of ways you can do it...
One way that works for me is if I am already working on the pcb then I will right click and select the footprint and choose to edit in footprint editor. You will now be able to change the footprint. Then when you have what you want you can look at the top of the editor and click on "Update footprint in current board". Now this will only change the footprint in the current board, NOT in your footprint library. If you want to also save it to your personal footprint library (or any other lib. for that matter) then also choose "file" "set active lib" then "save footprint in active lib"
please understand once you are in the pcb editor what ever you do there will not be saved back to the net list, unless you reverse export the netlist (not exact steps)
For a small simple board I find it acceptable to do some footprint editing without saving back to my lib but if it is a better footprint design that I might want to use in the future then take the time to save it to your personal lib.
another method would be to close out of the pcb and go to the footprint editor and change the footprint, save it, then open the cvpcb and re-associate the schematic symbol to the newly edited footprint, then export the netlist and then open pcb and re-read the new netlist.
when you re-read the netlist PAY ATTENTION to the various check boxes in the netlist dialog and be sure you don't delete or replace footprints you have already edited or changed.
hope this helps