In India, the caste of a male is determined by the caste of his family. The caste of his family is in turn determined by the family's traditional profession. So, the caste of a male can't be changed. The religion can be changed, but the caste can't be.
On the other hand, the caste of a female is generally determined by virtue of her family's caste. Earlier, the marriage used to take place within the same caste. But nowadays, intercaste marriage is quite natural, at least in cities. In such cases (of inter-caste marriages), the bride acquires/adopts the groom's caste (but it is voluntary; the bride may also refuse the accept the groom's caste).
So, in a nutshell, as a male, you can't change your own caste.
"If you are killed in action, you go to Heaven. If you win, you rule this Earth (as beautiful as Heaven). That is why, O son of Kunti, take a firm resolve and fight!"-- Shrimad Bhagwad Gita