Just to educate the people in here who say that this couple definitely need counselling or any other variation of that:
What a lot of people don't understand is that there are many more human genders than just male and female, the reason for this being down to differing levels of exposure to chromosomes during conception and development in the womb. To make a boy you need to pass on a strong Y chromosome and for a female you need a strong X chromosome. Men are XY while women are XX.
Yet more often than is realised you'll get many variations of this. Some men don't have enough Y and can end up with Klinefelter syndrome (XXY) which leads to them having smaller genitals, possible infertility and weaker muscles. These people are defined as 'men' by society but their genetic make up does not suggest this and often they will identify themselves as something else.
Then there's the case of the XY female. This person will be born with female genitals plus gonads, which is usually dealt with by surgery post birth. So these 'women' go through life often having to live up to society's expectations of what a 'woman' should be, yet they could possibly feel like a man (or in between) for obvious reasons. Some of these women may be infertile and not experience periods, but without a check up at the doctor's about this side effect (some do ignore these problems) many of these people never actually find out that they're not genetically female.
Those are just two examples of variations in human chromosomes but there are many more with varying side effects (Marilyn Monroe was an XXX 'super woman' and I'm not talking about porn). Without having a test you can't even be one hundred percent certain that you're genetically male or female and I'm willing to bet that there are plenty of people on this site who may be oblivious to it. Not all variations are obvious and many don't even have side effects, so you would never know without a test!
In minor cases you often will see androgyny in men and women who may confirm themselves as being their society defined gender, but they will show signs of masculinity (ladettes, blokey women) or femininity (camp men). This can also lead to some variations in sexuality, which should seem quite obvious now.
So what this leads to is a large quantity of varied genders that are in between man and woman, but because of society's obsession with pigeon holing everything into nice safe categorys the general public often doesn't know or understand this. You know what I mean, boys wear blue, girls pink, etc. Genetics partly define humans in their behaviour (a man with high levels of testosterone is probably going to be aggressive at times) but it isn't always about nature, but more about nurture. If a young 'girl' feels boisterous (maybe a tom boy, could have an overdeveloped clitoris) but is in an environment where 'she' is encouraged to be feminine then that person may well go along with it. Then suddenly one day this person may turn around and decide to be who they really are due to a change in circumstances and growth in self confidence and self acceptance. It may seem like a sudden turn but that person has actually been a different gender their whole life without most realising it, so it's far more normal for them to want a sex change then many may think.
I think the main point should be that these people have the right to present themselves as something closer to their actual genetic make up. It doesn't harm those who are well informed and understand the situation of those going through these issues. If other people are intimidated by natures course then that's their problem for either being ignorant to reality, otherwise it's mainstream society's fault for not educating them (I only know because of studying Sociology). The Y chromosome has actually become far weaker in human males over time (lost 1,393 from 1,438 original genes) so it's not really a suprise to see so many different variations in gender being discovered. Eventually it could become entirely lost leading to Human's evolving a new reproduction method/system like other species.
As a disclaimer I'd like to point out that there are some cases of 'normal' XY males and XX females having sex xhanges which are likely due to mental health problems, but these incidents aren't anywhere near as widespread as many poorly informed people might suggest. Unfortunately it has become something of a stereotype and creates even more stigmas (don't they have enough already?) for those who are genuinely not male or female. The two people in the op's story may have had the change solely due to psychological issues, but it would be a rare case if so.
Boring lesson over ladies and gentlemen.