Here's what you are going to want to do:
1. Click "My Account" at the top of the page.
2. Whether you clicked the name or brought the drop down menu, select "Request Username"
3. From here, select what you'd like to have (make sure it isn't a name no one else already has).
4. Once it has been accepted, make an application in the DoD Recruiting Office, and let them know you changed your name.