Instructions
Start the game either by clicking on the desktop icon or through the start menu. The main menu will be the first thing that comes up.
Click on "Options" to bring up the options menu. You will see several sub-menus; the option to change your name is under "Multiplayer Options."
Click on "Player Name" to see your current player name right next to this option. Your name is now editable.
Modify your name by typing on the keyboard. If you want a totally different name, hit backspace until the previous name is gone and type the new one.
Hit the "Enter" key to save your changes. In multiplayer mode, other people will see this new name.