As long as it is a small alteration that keeps your identity recognizable this is fine. If you would like to change the capitalization of your username, have an underscore turned in to a space, or remove a number at the end this is likely fine; all you need to do is PM a moderator with your request and we'll submit it to the administrators. (If the change involves more than capitalization please do a search first to make sure it isn't already in use.)
We do not allow larger alterations or entirely new names; in this case your only option is to register a new account. If you wish to do this, and you want to continue using the same e-mail address, you can switch the address used on your current account to free up your old one.