How to change the name that appears when you send text messages on iphone 4s?

I don't know how this stupid nickname is appearing on any text message I sent from my iphone 4s, is there any way to change the name that appears?

Http://www.brighthub.com/mobile/iphone/articles/71693.aspx

This might help, it might not

People are so rude. 8 hours and all you get is me and Spandey answering. I kinda like Span's link idea though