Personally, I don't want to change the world. I just want to be myself and hope that I am an example others would want to follow. If your own choices will lead to your success or failure, and the only one you can control is you, it makes no sense to try to change the world because then you're depending on others to define your success. Could you be happy that way?
Update: More contemplation led to a thought-full footnote...
If everyone walks their talk, the world will change itself, thus you've accomplished the same goal as my friend, but you've done it with less effort. And the Universe loves the path of least resistance, right?
I guess this is really the same as saying "Be the change you want to see in the world," but it also explains why "being the change" works.