Can someone explain a little?Why use road bikes that have been changed a little?Why not just use a mountain bike?Anyone know anything about it?

It got started way before there were mountain bikes.

http://en.wikipedia.org/wiki/Cyclo-cross

Its to do with the nature of the sport. The riders will be on pavement, wooded trails, grass, steep hills & traversing obstacles but to have a bike thats perfect at all of these is impossible, hence the mix-match of the bike.
A mountain bike had fat tyres & its gernerally heavy which utterly useless when it comes to the road stages & obstacles. But on the other hand a road bike it utterly useless on the off road with its thin tyres.

The cyclo-cross bikes r good at all, providing a mix-match of speed, light weight of a road bike along with the grip & strength of a mountain bike.

l just got a cyclocross bike this year, & its definitely my preferred ride compared to my road bike in winter & anywhere the terrain is sketchy & unknown. l mainly use it for commuting, & since my commute is 24 miles one way, a mountain bike seems too slow for me to get there in a decent time.

The cyclocross racing scene is very interesting as well, l watched a few local races & its very exciting. The circuit is rather small, just many loops around a city park so its great for spectators, not like mountain races where the riders disappear from view for a good while.

Also, ff u look closely, as u get more specialized in a type of riding, there r specific bikes that cater to that type of riding. In mountain bikes there r XC, downhill, BMX, slopestyle, etc.. In road bikes there r TT, touring, fixies, racing & comfort-racing bikes & more that l can not think of right now.

cyclo cross predates mountain bikes. back before fisher invented what became the mountain bike, these modified road bikes were what you had. when l was racing, cyclo cross was what you did in the winter to stay in shape. you modified a road frame with touring cranks and gears, put on a pair of modified shoes and went to a local corn field to race.

Here is the deal, as others have stated the history of Cyclo-cross, the reason for a cyclo-cross bike is two fold.
1) A cyclo-cross bike is lighter than a XC mountain bike.
This makes a difference when u have to carry ur bike in several of the sections where u have to dismount, clear a barrier, run, clear an other barrier then remount & ride.
2) The narrower tires roll faster on the hard pack or paved sections of the course.
A lot of the local mountain bike racers my self included use a mountain bike. Slight disadvantage but until u have decided to be fully committed to this type of racing it works fine.

why use a bulky slow tank when your racing?

l use mine for the roads l have around me pavement that has some gravel on it. Gravel roads ect. If l was on a road bike on the roads around me l would fall.

Many people do use mountain bikes in 'cross races. Cyclocross bikes are lighter and ride faster on the straightaways.

Aside from the previously cited about cross bikes being best for the varied terrain & being lighter, the sloping head tube of mountain bikes makes them harder to carry on ur shoulder. Aside from this, UC l sanctioned cross races basically require a cross bike (i.e. must have drop bars, tires no more than 35mm, no disc brakes, etc.).

But the deal with cyclocross is that it is the most fun u can have on a bike. You can do it with a mountain bike in most local races. You should give it a try!