If you booked them as one booking, with both people sharing one confirmation number, you may have to call them. I'm not 100% sure, but I don't think you can change just one person of a shared confirmation online. You can try it and see what happens, however - go to the website, "Change Flight", and enter the confirmation number and the passenger name. When it pulls up your reservation, see if there are checkboxes next to the passengers' names that allow you to select just one. If not, you will have to call Southwest at 1-800-I-FLY-SWA to make the change.
When you change the flight, if the new flight is more expensive than the original booking, you'll have to pay the difference. If it's less expensive, you'll get the difference back in Ticketless Travel Funds, tied to the original confirmation number, which will have to be used (ie, flights completely flown) by May 2, 2015.