Do this IMMEDIATELY upon realizing your desire to withdraw the plea. Your lawyer will discuss "buyer's remorse" and help determine if your plea was in fact knowingly and intelligently made. The lawyer will also help you determine if the lawyer has a conflict of interest in continuing to represent you. The standard for withdrawing a plea will vary depending on whether or not you were sentenced. If you just changed the plea, but were not sentenced, the standard is usually lower. If you were sentenced, you will have to demonstrate the plea was not knowingly, freely and/or intelligently made - and most likely that a manifest injustice has occurred.
If you don't have a lawyer or your lawyer has a conflict
Consult an experienced criminal attorney. It does not hurt to consult a criminal attorney who specializes in appeals and post-trial motions. These motions are rarely granted after a judgment has been entered.
Watch the Clock!!!
In most jurisdictions, the time frame to move to withdraw a plea is very narrow. 60 days in some places, 30 in others, perhaps less. Do not waste time. The deadlines are generally jurisdictional, meaning that if you miss them, the Court is powerless to help you absent very, very narrow circumstances.
Be careful what you wish for.....
Make sure that you are prepared for the possibility of getting your plea set aside. Many, many times, the plea will stand and you will not be able to withdraw it. BUT, in the event you can (or the government agrees to allow you to withdraw the plea - always a warning sign they feel like they have a good case and will get a harsher penalty imposed on you after a trial) withdraw your plea, do you want to go to trial? What is your plan to resolve the case if not by a plea resolution? Go back to Step 1 and make sure you discuss all options with your attorney.