Upvote:4
CGI Federal do not let you change the country your account it tied to by yourself.
You have two options :
Contact them and ask them to change it for you. You can find the links to do this on their website at https://ustraveldocs.com/ (ustraveldocs.com is run by CGI Federal)
Create a new account for the correct country using a different email address.
I would recommend option 1 as it's the cleaner option, however it can take a few days for them to make the change. If you're in a hurry, option 2 may be better.
Note that if you have paid any fees for the currently selected country, these can NOT be transferred to your new country.