Welcome to the site.
There are a few ways you can change your name, one is to find characters you like from other folks names etc.. and copy and paste them into notepad and pick and choose to make your own assortement. This if fun and how I have done most of mine.
There are a few fun programs tho out to help you also. Here is the direct url to the ASCII Name Maker one:
Just run it and type what you want, then this one converts that into ASCII for you.
The Archive is full of not only tools for MX, but also great toys, the above being one example. Here is the URL for the Archive Ze Assortment folder