I believe normal users such as yourself can't change their forum name, only users with donator status on the forums, however you can try it and see if it works.
Click on 'UCP' and on the left of UCP you'll see 'Options'- under that click 'Profile' then 'Edit account settings' - Something else should open and you should see an option to change your username.
Step by step image guide if you get lost.
Spoiler
Step one
Step two
Step three
Step four
Then hit 'save' under.
As i said, it may only work for users with donator status on forums.