Apocalypse, your confusing the poor guy.
Sn1p3r: From the main menu go SETUP then MULTIPLAYER SETUP. Your screenname should be in a box at the top. That is where you change it. If you have build 17 there is an "Advanced" button that will take you to the funname menu. If you don't have build 17, bring down the console and type "menu setup_funname" and hit enter.