The notion of changing your fantasies is mentioned in a book I've been skimming ("The Elusive Orgasm"). See
pages 202-206 for the full explanation. Admittedly it's a book written for women to help with orgasms, but I believe the technique could work for men and women.
The scenario where you might attempt this would be if your fantasy negatively affects your arousal, because it doesn't match your current sexual situation (e.g. if your fantasies do ...