As stated already, the thickness of a membrane is a given property of a particular lipid. You can't change it. The only way to get a thicker or thinner membrane would be to use lipids of different chain lengths that would correspond to whatever you're trying to do.
This can be done using Membrane Plugin in VMD. You can vary the membrane "X length" and "Y length" which will show a hypothetical box of membrane. Finally, after pressing Generate membrane, the trans-membrane thickness of desired value can be obtained.
I guess, it will be much easier for you to use CHARMM-GUI, that can also give you easy input for various MD simulation packages.
Thanks Mr.kar..but I want to change the depth or height of the membrane..x value and y value was OK..but have to change the z coordinate for changing the height of the membranes
In my opinion, you can only adjust the orientation of biomolecule (protein/peptide) in the modeled membrane, along the Z-axis. The reason is linked to the key basis that hydrophobic tails will be adjasent to the opposite leaflet's lipid tail and that the phosphate head groups will be facing the solvent.
Thus, I doubt if you will be adjusting the Z coordinate of membrane lipids, it may not be mimicking any hypothetical experimental set (LUVs) that used to be prepared with Patch-Clamp method.
As stated already, the thickness of a membrane is a given property of a particular lipid. You can't change it. The only way to get a thicker or thinner membrane would be to use lipids of different chain lengths that would correspond to whatever you're trying to do.