Are you wanting to change your name to Bezzfuud or something like that? Because as a general policy, we don't change usernames. We make the occasional exception for the witness protection program, having a mass murderer appear with your same username, etc., but those circumstances should be explained to us over PM.
It was a couple years ago that the mods came to the conclusion that the username churn that we previously allowed just confused other members, made it harder for mods to do their job, broke things like the ability to respond to PMs and post-quoting references, and made the forums generally less enjoyable for most everyone.
So while we still make an occasional exception, it's an exception.