By popular request, here are the steps to change your MSN Nickname.
1. Left click on the Tools (or Member Tools) on the left side of this page
2. The next page is titled "Member Tools"
3. Left click on View Your Member Profile
4. The next page is titled "Member Information"
5. Left click on your nickname
6. The next page is titled "MSN Member Directory" and is subtitled
"Change Your MSN Nickname"
7. Put your new nickname choice in the box and left click the Save button.
8. Walaa you've got a new nickname