Admittedly, there weren't a lot of changes. Some scenes have been rearranged but not changed (therefore they will not be described here), then again there are some new scenes and a few adjustments. However, these new scenes do make the movie the better option. Many things that were not clear in the OVA version are explained in the movie. Some scenes make more sense, because e.g. we get to know how Noin and Zecks get along again. We also learn more about the main protagonists, e.g. Quatre's flasback was cut completely in the OVA.
The most noticeable difference is in the songs used in the ending credits, both by Japanese techno band TWO-MIX. In the OVA version, their song "White Reflections" is used; the movie features the song "Last Impression".