I am curious of that myself. I chose my user name when I was searching for an answer on something and had no idea that this forum would become a comfort for me...and addictive I would love to have a different user name with out losing everything.
Contact one of the administrators and it can be changed so long as the one you want isn't taken. All of your stats and settings should follow to the new name. I suggest having a good reason because changing usernames is extra work and so I don't suppose the admins really want a whole bunch of members changing names "just because." But if you're told it can't be changed then that would be because it's policy not to change names, not because it technically isn't possible. I've had it done for me on another vBulletin board.