I would try logging off for a little bit, allowing your MSN time to adjust to the new change.
![:)](images/smilies/msn_happy.gif)
Normally though when you change your name it changes right then. Idk what might be causing the delay, if your name doesn't change after a few days I would write the messanger help & support people.
![:)](images/smilies/msn_happy.gif)
They should have some idea of what's going on.