Hi algar32,
There are three different ways to change the dimensions of an extrusion, one being instant 3D (great for prototyping, but try and steer clear of it if you are just learning the principles of CAD). Another method ,which I think you are using, is in the 3D view, here the dimension is access by double clicking on the graphics area on the appropriate feature. This method is great once you are an experienced user and are able to clearly understand the feature tree. The last method, which is foolproof, is to right click on the feature in the feature tree, select edit feature, and there redefine feature parameters. This feature will also be partially defined by a sketch. To access the sketch you must expand the feature in the model tree, then edit the sketch, here you can add driving dimensions for your feature.
Try editing the dimension in the sketch that defines the 3d extrusion. I have also experienced a glitch where the edit dimension box would not pop up when double clicking on the dimension, to solve this I had to restart solidworks.