This sounds like it should not be changed.
If you live in New Mexico, you owe taxes on all of the income you earn while living there. When being taxed out of state, you are allowed to deduct a "credit paid to other states." However, since Texas doesn't have an income tax , there is no credit available.
You can read more about living and working in different states here: Multiple States—Figuring What's Owed When You Live and Work in More Than One State
But the tax office told me to change the residence because it says i am doing most of my money on new mexico instead of texas
Do they mean to change it at work so you have New Mexico State taxes taken out?
You should use the residence where you live. If your employer will allow you, you should have New Mexico taxes withheld from your Texas wages.
I work on texas and new mexico n i work more on texas while living in new mexico i get deducted taxes from both states but still i am getting charged taxes in new mexico because they said i declare i make more money in new mexico instead of texas
i want to know where can i changr that
I don't see any way you can change your taxes due to New Mexico. If you earn wage income all of it would be taxable in New Mexico, even if you worked in Texas. Since Texas does not have a personal income tax on wages, you couldn't have paid in state income tax there. It is possible you had tax withheld on the Texas portion of the income to be applied to New Mexico, but it should be listed as New Mexico wages and taxes in box 16 and 17 on your W-2 form. As such, there is not another entry you can make to exclude your Texas income from New Mexico taxes.