// Define the order and new address IDs.
int orderId = 43669;
int addressId = 26;

using (AdventureWorksEntities context
    = new AdventureWorksEntities())
{
    // Get the billing address to change to.
    Address address =
        context.Addresses.Single(c => c.AddressID == addressId);

    // Get the order being changed.
    SalesOrderHeader order =
        context.SalesOrderHeaders.Single(o => o.SalesOrderID == orderId);

    // You do not have to call the Load method to load the addresses for the order,
    // because  lazy loading is set to true 
    // by the constructor of the AdventureWorksEntities object. 
    // With  lazy loading set to true the related objects are loaded when
    // you access the navigation property. In this case Address.

    // Write the current billing street address.
    Console.WriteLine("Current street: "
        + order.Address.AddressLine1);

    // Change the billing address.
    if (!order.Address.Equals(address))
    {
        // Use Address navigation property to change the association.
        order.Address = address;

        // Write the changed billing street address.
        Console.WriteLine("Changed street: "
            + order.Address.AddressLine1);
    }

    // If the address change succeeds, save the changes.
    context.SaveChanges();

    // Write the current billing street address.
    Console.WriteLine("Current street: "
        + order.Address.AddressLine1);
}