Scrum suggests that you freeze the requirements for the current iteration to provide a level of stability for the developers. If you do this then any change to a requirement you’re currently implementing should be treated as just another new requirement. XP and OpenUP support changing requirements during the iteration if you wish to work that way, although doing so may force you to sometimes move some requirements to the next iteration to make room for new requirements introduced during the current iteration. Both approaches are perfectly fine, you just need to choose the approach which makes the most sense for your situation.

Agile Requirement Change Management by Scott W. Ambler