It is not currently possible to change the project key through JIRA's interface. The best way to do this is to:

1. Export your JIRA data to XML.
2. Go through the file and replace the instances of the project's key:
   • in the 'key' attribute of the Project entity
   • in the 'key' attribute of all Issue entities.
3. Search for the project key in the whole XML file. You should not find too many references. Change any that you find.
4. Rename all attachment folders, as the folder name depends on the project key. This includes one folder for each issue with an attachment, plus one top-level folder for the project.
5. Reimport your data.
6. Reindex the data by navigating to Administration -> System -> Indexing and selecting 'Re-Index'.