Change out of her clothes

London, March 11 (IANS) Pop diva Lady Gaga, known for her weird dressing style, has vowed never to be seen in whacky clothes after a disastrous experience on a recent flight. The singer had to be undressed by cabin staff on a flight from Britain to the US after her legs began to swell due to her odd outfit.
Gaga had boarded a long-haul flight at Heathrow wearing black and yellow tape and giant blue shoes designed by the late Alexander Mcqueen. Her garb was so uncomfortable that it brought on the early stages of deep vein thrombosis (DVT), thesun.co.uk reported.
The flight crew told Gaga to get her outfit off quickly or risk long-term damage.
'Gaga was a high-risk DVT case so she was advised to change out of her clothes. But the outfit was so cumbersome she needed help changing out of it. She was particularly miffed about ditching her heels. She was wearing them in memory of her friend Alexander,' said a source

Could you please explain to me what it means "change out of" in this context?

Source : http://in.news.yahoo.com/43/20100311/838/tbs-lady-gaga-s-weird-outfit-causes-bloo.html