Thank you very much for your answers, they've been really helpful. Now I understand the difference between these two expressions, but I've got some doubts related to grammar.
Clive you said that in the first expresion change is a verb, is that the rule for the expression with mind, can't you say for example: I had a change of mind?
And viceversa, you say that in the second expression change is a noun, but can you say for example: I've changed my heart?
Thanks again