You cannot just change the user name. It will not change the underlying
files and folders. Create a new user account and then copy the data and
settings from the account you are now using to the new one. You will
need to log into the new account once before you can copy anything to
it. Here are instructions:
Assuming all you want to do is make it harder for a stranger to log on
(i.e., arrange so he will have to guess a username, not just a password), go
to Control Panel, Administrative Tools, Local Users and Groups, and just
change the name. As another poster pointed out, this won't change the name
of its home directory, but that's probably not what you require anyhow.