Changing name of home?

Hi, I got my mac yesterday and it named it with my first and last name (without a space), it sounds dumb, but it is kinda bugging me. Is there a way to change it? I tried last night, but after I did it all my documents were deleted and it went back to the default.

Renaming or moving you home folder is a real no no....I know I did it too .Your doc's are not gone do a spotlight search for them

If you want to rename your home folder in future I'd recommend this
http://homepage.mac.com/frakes/ChangeShortName.html

I think i'll leave it until i'm used to the OS and mac way. I'm just getting my head around it, i can live with it how it is for now.

That may not be wise, I'm not too sure what's going to happen to documents saved in this new home when you switch back.