Instructions
Power on your Xbox 360 console.
Select "My Xbox," then select your gamertag.
Select "Change Gamertag."
Select "Enter New Gamertag." Enter the desired gamertag. You may need Microsoft Points to pay for the user name change if you've changed your name once already. Click "Add Microsoft Points" to add currency to your account if your balance is zero, you will be asked for your payment information to credit your account.
Select "Yes, use this gamertag" to confirm the change.