Changing your name is quite easy to do :)
On the top right menu, when logged in, there is a drop down with everything you need for the site
BEHIND THE SCENES is for all the tools you need to set the site up and PROFILE is where your site is. I know it helped me when I first joined to just play in there a while before doing anything else.
To change your name you need to do that in CONTACT INFORMATION
If you need the URL changed we can do that for you but your name must be under 20 characters and nobody else must be using it. Do remember though that changing names will stop people getting to any images you have already linked to on other sites and you will need to alter these. Plus your images may not be found in our search again for up to 24 hours
Hope that helps
IF TALKING ABOUT A REAL PERSONAL DOMAIN NAME
Log into your premium site
You are taken to your Behind the Scenes
Make sure you are on Version #2 (you can see the version at the top of the Behind the Scenes page and change it there)
Then you will see CUSTOM DOMAIN NAME
Follow the instructions there or give them to your domain host