Edit to add: Checked the current rules and routing changes to the first segment are indeed permitted now, for the reissue fee. SwissexLug is correct. There should be no change in rules or fare recomputation (but the last time I did this, there was, so I am leaving my original post below, even though I think it should not apply any more in 2009).

There is a special rule for the first segment: you cannot change the routing of the first segment. For 2nd segment onwards, no problem. The only way to change the routing of the first segment is to refund the OWE and reissue it (with new fare calculation and new rules); this may or may not be a problem depending upon how the fare and rules have changed since the original issue. If you think this may affect you, the fix is to add a 1st segment that you can always fly, eg. ARN-HEL and then you can change to HEL-LHR or HEL-MAD as it is now the 2nd segment. Of course this cuts into your 16 segments, etc.