NO, you can change some in Invoice Data Entry. Otherwise you can note the invoice number, delete, go into the sales order and change, go back into Invoice Data Entry and enter the same invoice number again and select the sales order and invoice as before.

No.  you can not modify an order being invoiced.  You an modify in SO Invoice Data Entry (or some things in SO Shipping Data Entry if that is being used).  Otherwise, delete the invoice, make changes to the Sales Order and Invoice again. 

What do you mean somethings in SO Invoice Entry.. what are those somethings

While the order is in invoice data entry, you can change most things,.  You can change the PO Number, change the tax schedule, change the confirm to information, add comments add discounts, change prices.  Etc. 

Just tested so when your creating the invoice you can make all kinds of changes but once accepted whole difference story.. 

Not exactly, when you accept an invoice and BEFORE you post you can go back in and make changes.  Once posted and out of the data entry entry files, then you cannot make changes.