You can change the Bowler and Batsman by clicking on their name in the Play Control box:

Bowler:

Once the change of player has been selected, there will be a prompt to change the bowler for the whole over:

If you select No the bowler will only change for the rest of the over from this point.

Batsman:

Once the change of player has been selected, there will be a prompt to change the batsman for the whole innings:

If you select No the batsman being replaced is taken off as Not Out and can be brought back later in the game.

If you select Yes the batsman is replaced for the entire innings up to this point (this is useful in the case of mistaken identity).