Instructions for changing the bank account in payroll, knowledge base article 27059. Change bank on pay group before you enter time. 

yes the bank account is available but then when printing I get the message that no checks were printed.

Have you changed the bank account on Setup, Pay Groups? If you have not, the go to Enter checks and change the bank account on each check using check info button.

It's only allowing me to have one bank account per Pay Group.

That is correct, you can only have one bank account per pay group. The pay group prefills on the check record when you enter time. 

can I just come into that setup and change it when I'm trying to print to that Pay Group?

If you change it before you enter any time for the checks you want to print on that bank account, yes.

If you regularly print checks on the new bank for a group of employees, would be best to move those employees into a new group.

ok, it's not always that cut and dry but it's a work around.  Thanks.