If you want to alter the genome of an already living creature I guess that you have to change every cells. I'm not sure if it's possible.
However, a virus seems to be the perfect tool (it modify your genome to copy itself and infect other cells).
However, the regulation of DNA can be transmitted. One can turn genes on and off throughout the body by exposing the cells to particular signals such as hormones. But those don't change the DNA, they just change the interpretation and usage of the DNA that's already present.