There are a few Changing of the Guard ceremonies which would explain the confusion. The one at Horse Guards Parade involves the Queen's Life Guard, who are the soldiers who ride horses (mounted regiment). This ceremony takes place daily at Horse Guards at 11am on Monday to Saturday and 10am on Sundays. It all takes about 30 minutes.
The Changing of the Guard outside Buckingham Palace, on the other side of St. James's Park, takes place daily throughout the summer months at 11.30am, then every other day for the rest of the year. This is the ceremony involving the Foot Guards. (There are five regiments of Foot Guards – they all dress similarly but there are subtle difference like different buttons.) This ceremony takes about 45 minutes and includes a band playing popular classical music.
Check the official ceremonial calendar to confirm dates for your time in London.
Both ceremonies are popular so arrive early and hold on tight to your belongings as I constantly here visitors call out to the police that a pickpocket has stolen their wallet, passport, valuables, from their bag while they were distracted. I tend to use a small backpack around London so I just wear it on my front, or tuck it under my arm while watching events and never have problems.
I would recommend visiting the Guards Museum and/or the Household Cavalry Museum before watching the ceremonies as it will give you a good background. I'm a fan of the Guards Museum as it's a real hidden treasure off the side of St. James's Park, but houses such highlights as the Duke of Wellington's uniform worn at the Battle of Waterloo. And it's only about £3 admission. Oh yes, and if the mood takes you, you can dress up in a real Foot Guard's uniform – bearskin hat and all! – and they'll take your photo and frame it for £5! That's silly and very good fun.
Another tip would be to try and see the Changing of the Guard at Buckingham Palace DVD, produced by the Guards Museum, before watching the event as it explains everything you need to know and it has enhanced my enjoyment of the ceremony by knowing exactly what's going on.
I do hope this helps and hope you have a wonderful time in London. Do have a look at the London Calendar of Annual Events in case there's anything else you'd like to plan to see. It may help too to sign up for the London Travel newsletter and you'll get the feel of what's going on in London before you arrive.
