It means "I'm just telling you not to try to change me." 다만 날 바꾸려고 하지 말라는 거지 바꿀려고 is a dialectal expression.

Why do they ask me not to change myself ? , but '다만' shows the previous context may mean like they(or someone) say 'You can change something but you (or you have to change everything, but you)' so you just ask them or think aloud, 'Why do they say that I can change something(everything), but not me?' hope this helped, it may be translated differently in English though