If you were allowed to change your user name, then the system would need to change your name on:
* every one of your posts to the forum
* every one of your posts to a group discussion
* every pm you send to other members
* every pm someone sends to you
* every reference to your user name in every post by another member
Etc.
In view of all this, it should not be a surprise therefore, that requests to change username are routinely turned down.
The other option is to request your account be deleted, then create a new account. Of course that means you'll no longer have any points (if you care about that)