The question is how far you have progressed, if you haven't done anything in PCB yet then you can delete the PCB folder and start over with the new library. But you will need to remove the pcb setting in the project file, whilst we don't recommend editing the project file in a text editor this is the only workaround for this:
Delete the PCB folder and this entry in the project file (the file with the .prj extension)
KEY PCBDesignPath "PCB\xyz.pcb"
Then launch Expedition from the tool bar as usual and you should get the DxDesigner to Expedition dialog again.