If you want to change fence colors the method you use will depend upon what type of color is on the fence now, either stain or paint.
To change the color on your fence if its painted its simply a matter of scraping or pressure washing the loose paint from the fence and allowing it to dry. You may want to prime the areas where there is no paint to hold the edges from peeling. Once the primer is dry you can apply any good outdoor latex paint or oil based paint in the color of your choice.
If your fence has been stained the process of changing colors may be a bit more difficult. Stain soaks into the wood so it may be difficult to remove all of it. Try using deck wash to clean and strip away the stain. If used with a pressure washer, it will take most of the color off. You can then stain it another color. If you want to paint it instead, prime the fence first with oil based primer so the stain won't show thru the paint. When dry paint with a good outdoor latex paint in the color of your choice.