Changing board shape in Altium: sliding the edge does not work
To change board shape in Altium, 


Go to your PCBDoc
Press 'P', then 'L' (Short for place line)
Press TAB to enter properties
Set width and layer (mechanical for example at 10 mil width). Press OK
Draw the boundary of your board with these settings 
Once you are done, select this boundary
Go to Design >> Board Shape >> Define from selected objects. 


Done!!