Messenger dialog shows my name instead of nick name, posted fixes don't work. just need to change a name.

My real name appears infront of the dialog I type on IM. I want to change that name with my 360 name, since that's how everyone knows me. I looked through the Q/A, & every Q. seemed the same, yet every answer diferent. None of them worked anyway. I can't see how changing a name should take an Act of God to do. There has got to be an easy solution to this. Not very familar with Computer Tech Lingo & abreviations. So think, "Solutions for Dummy's" when describing a Solution, Repair, or Proceedure... My main problem earlier was I did what they said, but what to do after wasn't there to continue. So if there is more then one way to do something, or diferent ares w/ same name, please be specific as to where to go. THANX in advance to anyone who can help me figure this out. I may just have to buy you a Beer someday to say Thank You.