Ok, if you haven't tried this already, right below the banners you'll see a bar with 'Home | Help | Search | Profile | My Messages | Members | Logout' Click on 'Profile,' then on the left side of the screen, click on 'Account Related Settings.' You can change the name there.
Now, if the name you are trying to use is already taken, it won't let you use that name, so you must come up with a new name.
Got it? If this doesn't help, let me know and I'll explain it more.