How do you change the gender of your Pokemon in LeafGreen?

You cannot change the gender of a Pokémon because it is set in stone, just like their abilities or natures, for example.

You can, however, breed the Pokémon in question with a Ditto, with Pokémon from the same egg-group(s) or with Pokémon of its evolutionary line (e.g., Charmander, Charmeleon and Charizard), as long they are of the opposite gender.

Please keep in mind that even though Baby Pokémon have a gender, they cannot breed whatsoever (e.g., Azurill, Pichu, Magby, etc).