The nice command can only change the priority of a process when you start it. If you want to change the niceness setting of a running process, use renice:

$ ps l 641
  F   UID   PID  PPID PRI  NI   VSZ  RSS WCHAN  STAT TTY        TIME COMMAND
000  1000   641     1   9   0  5876 2808 do_sel S    ?          2:14 sawfish
$ renice 10 641
641: old priority 0, new priority 10
$ ps l 641
  F   UID   PID  PPID PRI  NI   VSZ  RSS WCHAN  STAT TTY        TIME COMMAND
000  1000   641     1   9  10  5876 2808 do_sel S    ?          2:14 sawfish