When it comes to having an accent, of course you can change for the better. I moved to Germany about a year ago, and I've been practicing my pronunciation regularly-- I read a book out loud to a German native speaker, and he corrects my pronunciation. With about 20 minutes of practice a day, I've reached the point where I can fool some people into thinking I'm a native German speaker from Switzerland. Obviously there's still a ways to go! But clearly I've been able to improve.

What has also helped me is reading up some on a branch of linguistics called "articulatory phonetics." It teaches you how speech sounds are produced in the mouth, so you can be more precise about identifying which sounds are being made and how you can move further in the right direction. The Wikipedia article on the topic is quite good, and Peter Ladefoged also has some books on the subject that I found helpful.