If I understand what you are asking, you can do this easily via the properties palette in modern versions of ACAD, because DIMENSIONs now have ExtLine1Linetype and ExtLine2Linetype properties, from at least ACAD2008.
If you would prefer to change one extension line type by picking the DIMENSION, you may find the attached file useful.
As noted in the file, the method of determining which extension line to change is simplistic, and may yield "backwards" result under certain circumstances. You are free to improve the selection code, of course.