You don't say what state you're in, which is probably important. In general, you have the right to be represented by anyone you want--don't forget who hired whom. However, a fee agreement with a lawyer is a legally-binding contract, and if you decide to terminate the agreement without a good reason for doing so, then you may end up owing a fee to the first lawyer. The nature and extent of what is owed is specific to state law. In many states, what you owe is based on a concept called "quantum meruit," which means the value of the work performed.
Most problems between clients and lawyers are the result of poor communication, and so if you're not getting your calls returned or not being kept informed you should raise the issue in writing with the lawyer, either by e-mail or by letter. If your unhappiness relates to the quality of service--for example, that your case is being improperly handled or not being handled in a timely manner--then you should consult another lawyer about your right to make a change.
Clients do change counsel from time to time, and lawyers usually deal with the issue among each other, but you definitely should be sure the relationship can't be saved before you make a change, and should not be afraid to raise concerns you have about legal service which falls short of your expectations. On the other hand, your expectations may not be reasonable, and if the lawyer is willing to talk the situation through with you, you may find that there has simply been a miscommunication and the relationship can be fixed.