Username changes are handled by admins. You can ask Ferret, Gantic or MrDayCee (the latter two's profile links are in the main forum page, in the left column ). However, to do so, you must have 250 Quests, or more.
Once you have your 250 quests done, you can also contact support@armorgames.com and let us know you are ready. Also to help speed the process along, a list of your top 5 request for names would be great. That way we can go down the list and check if the names are free, and if so get the first one that works.
One thing to note, if you play MMOs, it could cause some problems (we've had reports of this in the past), as MMOs have data that is stored on the Developers servers, and it may not pick up the changes that we make to your account within our site.
Also, I wanted to thank @Doombreed for helping answer this.