When importing the secret key for the fundraiser I was asked to enter a passphrase, is it possible to change it, if so, how can I do that?
The passphrase set during the fundraiser can not be changed. After you have entered the fundraiser details, some wallets will store your private key in a keystore file encrypted with a password. In this case the password can always be changed. If there is no built-in function for this you can always enter your fundraiser details again and create a new keystore file with a new password. Your wallet can now be accessed from both keystore files, so the old keystore file can be removed.
The reason that you are asked for the password for every action is that the wallet does not store your private key unencrypted, so it will sometimes need you to enter the password in order to decrypt the private key.