In TX, one is automatically considered an "unaffiliated voter" at registration. He registers by party (for two years, no more, no less) by voting in a primary election. Primaries are held the second Tuesday of March in every even-year. If some offices do not produce majority-backed nominees in the primary, there is a second or runoff primary on the second Tuesday of April. But if one misses either of those primaries, he is an unaffiliated voter for two years -- until the cycle repeats itself, 2006, 2008, etc. Of course, an unaffiliated voter can call himelf a member of a major party, but he is technically not a major party member in TX unless he votes in the every-other-year primaries.
One "changes" parties in TX by switching from one major party's primary to another over a two-year cycle. There are no primaries for any minor party in TX unless said polls fewer than 20 percent of the vote in last gubernatorial general election.