Select a single cap.
<Right-click> and select 'properties'.
Select 'change type' and then select your tantalum cap. At this point you have the option to 'apply update to all parts this type'. That will change all parts that have an attribute set matching the part originally selected.
Thank you Sir for ur reply but I know about that change . I want all 30 electrolytic capacitor at a time ,all will change in to tantalum capacitor. Not single single its taking so much time .
That is why you select 'apply update to all parts this type'. Try it, after you back up first.
You might also be able to make it work through the ECO process by manually editting an ECO file, but that gets much more involved. I typically only use this when I need to change multiple values to a single value (like a 1uF, three 3.3uF, and a 4.7uF all to a 10uF tantalum).