I chose my Android Market name very quick originally just to get it out of the way, but now I want to change it to another name. I don't see how to do this though, can anyone tell me if and how this can be done? It would be very appreciated.
Absolutely, you're not stuck with the same Android Market Name you originally chose, you can change your Market name, but as you've found out, it can be very hard to drill your way down to and find the place to do it. All you need to do is change your "Nickname" for the Google account that you have associated with your Android Market account. i.e.:
The direct link to the above page is here: Change Google (Android Market) Nickname . And if for some reason that link should change in the future, you can drill down to it via the Google Dashboard. It's also nice to note that you can do this as many times as you want.