Change from /wp-admin/ to something else?

I have found a couple of plugins which lets me set another URL. For example example.com/login instead of /wp-admin.
But as soon as you go to that adress you are back on /wp-admin.
So it is only like a redirect.

How do I change it so that all the url’s change too?

Generally speaking, you don’t. The “wp-admin” is hardcoded in many places.