So, to sum up and add a bit.
You can change your Computer Name (System Preferences > Sharing). This is the one that shows up on computer-to-computer networks you create, and in Bonjour if you turn it on.
You can change your Name (System Preferences > Accounts). This is the one that shows up on the login screen.
You can't easily change your Short Name, which is the name of your home folder (it's grayed out in System Preferences > Accounts). This is what all the posts you read are caused by - people just secondary-clicking on their home folder in Finder and selecting Rename. So, I guess I was incorrect - technically you
can easily change the short name (thanks Apple, for making it so easy to screw up something quite badly). You just shouldn't do it that way!
If you want to change your short name, and are intimidated by the Apple kbase article that BDAqua linked to (it intimidates the heck out of me!), you can use Dan Frakes utility (only works with Tiger, but that should be ok for you since you're posting in the Tiger forums):
http://homepage.mac.com/frakes/ChangeShortName.html
(or, if that doesn't work, because he sometimes exceeds his .Mac download limit, go to
his home page and click on Change Short Name in the sidebar there.)
Hope this helps...