If you want to change the name that appears on the lock screen and login screen in Windows, these are the steps.
Click your Start Button, then just type netplwiz and press Enter.
On the resulting utility, select your user and click the 'Properties' button.
In the 'Full Name' box, enter the name you want to see on the lock screen and login screen when you start your PC.
Very Important: be careful, DO NOT, change the name in the Username box, because that will break your user account and you would loose access to the account.