Very Simple.
1-You have to own 4700 ZP
2-Click on the following: Z8 Mall
3-Go to page 2
4-Kee going down until you see an item called "Change in game name"
5-click on "Buy Now"
6-After you buy it, On the right side of your screen there is something called "My Items" click on it
7-Click use, A pop-up window will show up saying Enter your old IGN & Enter the new IGN
-That's all-
-Hope I helped-