How do I change a URL link in a menu item.

Hi.  One of my menu items is a link to a wordpress blog.  I have recently started a new blog and therefore what I want to do is change the URL in my website to link to the new site.  

I have gone into the menu section and tried to edit the URL, but it will not let me click the 'apply' button as it's greyed out, and I it therefore won't accept the changes. 

Can you tell me how to do this please? 

Thanks

Justine