Either when you setup a new game, or (when you're already playing your game) by pressing Alt-D and changing your name in the popup that appears then.
Taking the name of the *Machine* it's installed on as username is actually a strange decision ... as a game developer, *if* I'd want to take a name from the system settings as standard (which I'm not sure whether it's that good an idea), I'd choose the user name and not the machine name.