The previous answer is incorrect.
We have a new policy.
You answer so people know what you're changing it to. Then go to the "edit profile" section, and where your username is (near the top) you should be able to type in a new one. Only for a certain amount of time can you change it! Once the time period is up, you're stuck with that name for 6 months.
We're keeping this page up-to-date with info about username changes; please use it and link it if others ask about usernames.