We encourage you to not abuse the name changing feature. You can change your name whenever you want via your profile, but please dont overdo it. You should have pretty much the same name for at least a week. Its fine if you want to screw around and change your name to something funny for maybe 5 or 10 minutes, but please post on the name change thread when you plan to keep a name for a while.
And obviously, use common sense when changing your username. Dont make it anything really bad.
If people start abusing this free name changing ability, we will have to be more strict.