Try adding as a new entry, then mark as primary and then delete your old one. Suggest after that is done, clear your browsing/cache history to make sure the old one is still not in there someplace.
Are you trying to change your address on a purchase already made? Once you have paid, the seller has to ship to the address used at the time of payment. If that's the case, ask your seller to cancel the purchase and buy the item again using the correct address. When you go to pay, there is an 'edit' link under your name and address and you can change your shipping address there.
