on your roster page...after hitting edit, there are 3 choices next to every player---the swap bubble is the 2nd one between the C and the - hit the swap on the one you want to change and your choices to swap will hilite in yellow--pick one make sure you hit update after swapping
ps...if you are trying to designate a different Captain, you can't once the event starts---however, you can swap him out which would be pretty crazy unless he misses the cut , WD, or DQ