I've had this discussion with someone who was accidentally given Holy Communion by her sister's name We didn't come to any firm conclusion.
Posts
I seem to recall a new name is possible by receiving communion under the new name, but I would think you only do that after a deal of thought, prayer and with the blessing of a spiritual father.
Are you still thinking changing your name.? I've never heard of anyone getting a new baptismal name, but people get new names when they join a monastery or are ordained.
Part 1
http://www.youtube.com/watch?v=CkV9r2vuMr8&feature=related
Part 2
http://www.youtube.com/watch?v=3vJRVPzn6R0&NR=1
Part 3
http://www.youtube.com/watch?v=R-a9i8ZmS8o&feature=related