So how is it done?
Go to your profile page, click Edit my Profile (top right corner), change to the Settings tab, the press Change Display Name.
Do note that it often remembers recent name changes whether you or staff did it. Thus if we changed your name last week you'll have to wait a year. Also, remember that you are only changing your display name. If your sign-in name is the same, it will not change, so you will still sign in using the same name you had previously, not the new one. Only staff can change your login name.
EDIT: The current board version no longer allows members to perform user name changes themselves -- changes must be requested from a member of Staff via PM.
Edited by Fugazi, 02 February 2013 - 12:18 PM.