But my question was...can you change the combo any time you want?

Yes all the combo boxes allow you to manually change the combo at any time. I have found that most agents use the same combo for all their listings. Probably to make it easier to give out when agents call to show. I now know when I see "x" agent that I don't even have to call if the house is vacant - I already know the combo. So changing the combos frequently is important if you want to track your showings.

Yes, that would make it easy I suppose...

Yes, even the cheap ones can be changed any time you want.

I had that very thing happen this past week. I was taking a nap so I had turned my phone off. An agent left a message wanting a combo code. I called him back about 30 minutes later and he had figured it out - it was just a matter of the last digit that he had to fiddle with. I promptly took another lockbox with a different code to that house. Now, all new listings will have different codes. I want to know which agents have been in the properties. Another agent who previously had been there called me the same day of the change saying, "The lockbox code isn't working, HELP!"

Yes, you can change the codes - contact your supplier or the manufacturer.