To change Magento Admin URL it is needed to edit app/etc/local.xml file replacing 'admin' entry in the following section with the new URI part you wish to use:
<admin> <routers> <adminhtml> <args> <frontName><![CDATA[admin]]></frontName> </args> </adminhtml> </routers> </admin>
After flushing Magento cache the admin page should be available via new URI. To flush Magento cache you can use the Flush cache button at System > Cache Management in Magento backend or the Clean cache button at your Store properties screen in Magenting panel.
Please note, that changing Admin URL via configuration at System > Configuration > Advanced > Admin is not the same thing and we do not recommend to change the options there.