What do you mean by "can't modify". Do you get an error, or does it appear to work. 'setenv' is for csh type shells, whereas bash uses 'export'. Either way, the environment variable you set will only be valid in the current terminal. If you want to change it globally, you will have to put it in a startup script (.profile, .login etc depending on your shell).
Can you post the output you get from trying setenv? And a bit more context would be useful.