Your W-4 is used to calculate you tax to be withheld. Your actual tax is calculated on your tax return, and the two things really have nothing to do with each other except that if you have too little withheld, you may owe a penalty and if you have too much withheld, you get a larger refund. So you don't need to do anything at this point.
The effect of claiming married rather than single would be that a bit less tax would be withheld, resulting in more take home pay each week and a smaller refund. If you change things up with your employer to single, all other things being equal, you would have more tax withheld and get a larger refund at the end of the year.