The procedure differs slightly from state to state so you will want to check with your specific state for exact procedures but generally here is what you have to do:

First, you must live in the county and state where you will be filing for a certain period of time (usually 6 months).

Second, your reasons for the name change cannot be to avoid judgments or legal actions.

Next, you must file a Petition for Name Change in the proper court. Some states require you file in Family Court others Probate Court. Check with your state. It may require a trip to one court or the other to determine the proper one.

Many states also require that you file a notice of name change in the local newspaper. There also may be a length of time requirement for how long you must list this in the newspaper.

When your hearing rolls around (may take several months, again depending on the state or court docket) the judge allows people who object to the name change to speak. If there are no objections the judge will typically order the name change.

There are fees involved with filing the paperwork etc. If you don't understand the paperwork you will want to speak to an attorney who can assist you with the process.

Good Luck.