How do you change a yoyo axle?
To replace the axle you take a small hex key and insert it in the hole on the tip of the axle, this hole fits the hex key. Then you have to unsrew it. If you dont have a small hex key or the axle is on the side that doesnt have a the hex hole you need to take a paper napkin, wrap it around the axle and remove it with some pliers.
The plier method might ruin your axle if you apply too much pressure.
Edit:
What yoyo do you have?
What is wrong with the axle or why do you want to take it out?
Usually they are threaded into the hub. Just unscrew it. Some have a nut on them. Again, just unscrew them. If you have problems unscrewing it w/your fingers, get two nuts that fit. Screw them both onto the axle and tighten them against each other snugly. Then use a pliers or small wrench on the nut closest to the hub and unscrew it.
For axles that use a hex key as noted above, they work sometimes. I’ve not had much luck w/them on YYJ models. On others, like dif-e-yo and a few others they unscrew fairly well w/o the hex key.
Its my dark magic, it flys apart when doing tricks and stuff because I have unscrewed it to much.
Sorry for my bad english.
Did you strip the threads on the axle itself or on the brass insert on the yoyo?
Try using some Loctite or other thread lock on it. Put some on each end and screw the halves together. Then leave it sit for the recommended time to set. Use the light or medium duty blend so you can still get it apart if you need to. Note that this will negate the adjustable gap feature a bit so get it where you like it before the stuff sets.
Bad english - you seem to do better at it than some of the native speakers regularly seen here. 
I live in norway and dont know what loctite is in norwegian and also I propably have to drive to a big city many houres away. So I want to just buy a new yoyo-axle from yoyonation but dont want to pay if I dont know how to use the axle.
The YYJ DM axle is a 6x32 thread set screw, 3/4 inches long. If you can buy english type screws you should be good to go. Loctite is a common thread locking liquid (like a glue) used to keep screws from coming loose. It’s commonly available at auto parts stores. Loctite is a brand name, but any brand will do.