Instructions
Open your Web browser via the "Start" menu. Navigate your browser to Microsoft's Xbox website (see the link in the References section).
Log in to your Xbox Live account by typing your associated Windows Live ID and password.
Click your Xbox Live gamertag in the upper-right corner once logged in. Click "Edit Profile."
Click "Change Gamertag." Type the new, modified gamertag. Click "Change Gamertag." Click "Save" to save the changes.