The whole point of xrefs is to have one part or drawing that can be inserted into a number of other drawings and can update those drawings if you happen to change the xref drawing. I know that sounds a bit too wordy, but I don't know another way of explaining it.
If you want to edit an xref without updating all the drawings that contain that xref, just insert the xref as a block using the "insert" command.
If you want to edit the xref and let it update all the drawings that use it, just go to the original drawing and edit that then save it.
If you don't have access to the drawing used as the xref, you can "bind" the xref and make it part of your current drawing.
To do this:
1. Click Modify menu-> Object-> External Reference-> Bind.
2. In the Xbind dialog box, click the plus (+) sign next to an external reference.
3. The five types of named object definitions (Block, Dimstyle, Layer, Linetype, and Textstyle) are listed.
4. Click the plus (+) sign of one of the definition types. The names of the definition table entries are listed.
5. Select a named object definition. Click Add.
The named object definition is listed under Definitions to Bind.
If necessary, repeat steps 3 and 4.