As far as I am aware, people only resist changing their preferences because they don't fully understand the basis and value of their preferences and because they often have a confused idea of the relationship between preferences and personality.

Generally you should define your basic goals and change your preference to meet them, if possible. You should also be considering whether all your basic goals are optimal, and be ready to change them.

If someone told me "tonight we will modify you to want to kill puppies," I'd respond that by my current preferences that's a bad thing, but if my preferences change then I won't think it's a bad thing any more.

You may find that you do have a moral system that is more consistent (and hopefully, more good) if you maintain a preference for not-killing puppies. Hopefully this moral system is well enough thought-out that you can defend keeping it. In other words, your preferences won't change without a good reason.

If I had a button that could block the modification, I would press it

This is a bad thing. If you have a good reason to change your preferences (and therefore your actions), and you block that reason, this is a sign that you need to understand your motivations better.

"tonight we will modify you to want to kill puppies,"

I think you may be assuming that the person modifying your preferences is doing so both 'magically' and without reason. Your goal should be to kill this person, and start modifying your preferences based on reason instead. On the other hand, if this person is modifying your preferences through reason, you should make sure you understand the rhetoric and logic used, but as long as you are sure that what e says is reasonable, you should indeed change your preference.

Of course, another issue may be that we are using 'preference' in different ways. You might find the act of killing puppies emotionally distasteful even if you know that it is necessary. It is an interesting question whether we should work to change our preferences to enjoy things like taking out the trash, changing diapers, and killing puppies. Most people find that they do not have to have an emotional preference for dealing with unpleasant tasks, and manage to get by with a sense of 'job well done' once they have convinced themselves intellectually that a task needs to be done. It is understandable if you feel that 'job well done' might not apply to killing puppies, but I am fairly agnostic on the matter, so I won't try to convince you that puppy population control is your next step to sainthood. However, if after much introspection you do find that puppies need to be killed and you seriously don't like doing it, you might want to consider paying someone else to kill puppies for you.

Edited for format and to remove an errant comma.