Translation:I feel like doing something different.
Although it may seem that this is a subj situation it should have the infinitive. I think the english speaking wish as a a verb causes confusion, this is a noun. I try to think of it as "I have (the yen/desire- to- do -something) rather than separating out its component parts. The stuff in brackets is the thing I have. In the same way Ho paura, ho fame. Sometimes the Irish blood in me helps me to think, the Italians wouldnt say it that way, start from somewhere else. There are loads of things we don't say, like non c'e', There is a temptation to over analyse. Volere can also be followed by the infinitive
No, this other translation is totally wrong. Sorry..You can traslate the same clause like "Voglio fare qualcosa di diverso". If you use the verb volere "io voglio" you have only to put di infinitive of the next verb (ex Io voglio essere diverso"); if you use the verb avere + voglia (ho voglia), you have to put the preposition "di" + infinitive of the verb (ex io ho voglia di giocare).
I am looking at the subjunctive section of the conjugation chart for volere (http://italian.about.com/library/verb/blverb_volere.htm), and "ho voglia" isn't there -- suggesting to me that this is not a compound tense of the subjunctive? What, then, is "ho voglia"?
It's the "avere voglia di" on this page: <http://italian.about.com/od/verbs/a/italian-verb-avere_3.htm>
Avere voglia di, it is my understanding that this is also a colloquial expression , voglia implying a yen or a wish, in English usage "to feel like" fits the bill, although the voglia, or yen is a noun. That's how it was explained to me anyway, and it seems to work. I think of it as a different construction than using the verb volere.