To change a stop loss (or profit target) already in place, hit REPLACE next to the working order in the trade blotter.
If you have a long position and need to enter a brand new stop loss (i.e. you never entered one to start, before opening the position), enter:
SELL TO CLOSE AT STOP XXX
To enter a brand new profit target for a long position, enter:
SELL TO CLOSE AT LIMIT XXX
Your Trade Blotter will look something like this afterwards: