I am am more of a hunter rider, so I know how hunters do it. But how I have learned to do it is act like you are asking for the canter. So if you want the right lead (and you are on the left lead) you would push your right leg back and keep your left leg at the girth. I always push my leg back super far when I am working with a new horse or am refreshing the horse on how to do a lead change. So when I push my right leg back, I pick up my left rein a little (must have contact for this to work).
^^ This should work in half seat or full seat.
You and your horse have to be very in touch with eachother to get a good lead change. Horses that are well trained will do auto changes (more of a hunter thing) when they are on the wrong lead.
I don't know how dressage riders are supposed to ask for a lead change, sorry! Just though I would share how I know how to. =]
Again, this is just how I know how to do a lead change and I am more of a hunter rider. :p
You can never take a Thoroughbred away from a horse crazy girl.