I'm afraid that the system doesn't allow you to change your user name. I think you can change your display name, which is what is seen on the discussion board, but you're stuck with the user name, which is what appears in chat.
If you really don't want the user name you have, pm me or one of the other mods and we can ban your existing account and then you can register as you like. If you do this though and want to save any posts you've already made or pm's you've received, you should do that before the account is disabled.
If you fall down 10 times, Stand up 11.