changing keys in music has puzzled many players that are uncertain on how to make a smooth transition to the new key. Changing the key center is referred to as modulation and it can bring a fresh sound to a piece. Say you're in the key of D and you want to modulate to the key of A (the tonal center changes from D to A) one way to do this is to introduce the dominant chord (V chord) of the new key followed by the I chord of the new key. Better yet is to use the V7 chord (dominant 7th). For a smooth transition it is best to use a chord just before the V7 that belongs to both keys. this chord is referred to as the pivot chord.
Example: D-E7-A........D is a great pivot chord because it is also the IV of A and E7 is the V7 of A. Now you can start your progression in the key of A.
Another example that is common practice is to borrow a pivot chord from the parallel minor version of the key center. Say you're in the key of C and you want to modulate to the key of B. If you start the modulation with C-Em-F#7-B, you notice that Em is not in B Major, but it is in B minor, so it belongs to both keys. Em is the iii of C Major and the iv of B minor used as a pivot chord for F#7 to B. That's just a couple of ways to change keys.