Any change to your email address has to be done with your internet service provider (ISP). Most ISPs allow you to change your email address. Visit the website of your ISP, log on using your existing internet account details, and somewhere you should be able to change your account details, such as email address and password. Enter a new email address and the website will tell you whether it's permissible (not having been taken by someone else).
If you mean only changing the name that appears as the sender in outgoing emails, if you use Outlook Express, click Tools, Accounts, Mail tab, highlight the email account, click Properties, General tab, and change the Name to whatever you like. Click OK.