How do you change nickname on msn?

if your on a Windows computer - To change your computer's name in Windows 7:and other versions (similar)

1. Log into your computer with administrative rights.
2. From the Start menu, open the Control Panel.
3. Click the System icon. (If you do not see the System icon, in the upper right corner, switch the view to Large or Small icons).
4. In the System window that appears, under the "Computer name, domain and workgroup settings" section, on the right, click Change settings.
5. You will see the System Properties window. At the top of the window, click the Computer Name tab.
6. Click Change... . You will see your computer's name listed.
7. In the space marked "Computer Name:", delete the text and enter a new name for your computer.
8. Click OK, then OK again, and then close the System window

on a MAC, i believe its in system preferences/accounts.