Once you are on your profile (if you don't know how to get to your profile, read the blog entry named How do I see my profile?), click the purple button "edit profile."
Under the name "username," you can change the one you have for a new one.
If the username is already taken, it will say below, "This username is already taken." If the username is not taken, the change will be immediately approved.
Click “Save” to save the changes you have made.