I would go ahead and change my license as well,when your purchase a gun your current address must match your drivers license on the 4473 form.I filled out the form online for my CCW address change,copied it and send them $15.00 and got it back in a few weeks.
Here is the link:
http://www.ok.gov/osbi/documents/SDA Change Form.pdf
Here is the link:
http://www.ok.gov/osbi/documents/SDA Change Form.pdf