#Update Adding more info regarding changing guru upon pbvamsi's suggestion. The thing about changing guru is that, it should be done only when its necessary and required. So I said one can change guru when he is not finding any improvement after following him.
Because not all gurus are perfect or of the same caliber and qualification, one may not find perfection by following only one guru. So the scripture says knowledge cannot be stable through one guru alone:
na hyekasmādgurorjñānaṃ susthiraṃ syātsupuṣkalam [SB -11.9.31]
- Not through one guru knowledge becomes steady and complete.
There are also real life examples when a guru sends his disciple to someone else for further improvements. Also the other thing is that, one guru may be perfect in yoga but doesn't know about devotion. So a student have to change his guru if he wants to learn devotion, knowledge or something else like it. So there is provision for changing guru. But only when it is necessary and required. If one finds a guru who is perfect and satisfies the above mentioned two conditions, there is no reason for someone to change guru. Moreover, in that case changing guru will break ananyata (complete surrender to only one) and the student cannot proceed further.
So your saying that a guru cannot be changed is right and true, but only when one has accepted the guru as one's true master and the guru also has accepted him as his dear disciple. In those cases, the guru and disciple become one soul in two bodies. Guru and shisya relationship is the most noble, divine and pure of all. It is one bond that never breaks. So before one has found his true guru, he can change many others. But once he has found him, there is no change.