When a ray of light goes from air to water the velocity of the ray slows down and the ray will bend downward. You can picture this by drawing a line perpendicular to the surface of the water. This is called a "normal" line. Now draw your ray so the point enters the water where the normal line has been drawn. As the ray goes into the water it will rotate clockwise so the angle between the ray and the normal line is smaller underwater than the angle between the ray and normal line above water.
When a ray of light enters water from air it is noticed that the ray does not continue in a straight line. Instead it gets bent with the relation between the angle of incidence of the beam and the angle of refraction of the beam being the same. The relation of the two angles in terms of the refractive indexes of the mediums is given by the Snell's Law as:
sin Ai / sin Ar = Nw / Na, where Ai is the angle of incidence, Ar is the angle of refraction, Nw is the refractive index of water and Na is the refractive index of air.
The refractive index of water is approximately 1.333 and that of air is approximately 1. Using the formula given the angle of incidence is more than the angle of refraction.
Due to refraction (bending of light) the light does change its direction unless the light strikes the water at 90 degress.