Name change

Is there a way to change the name I use on comments.

You can have your name changed. But all posts will be changed as well.

You can also go into your Profile and change your SIG name which will just affect your signature if that would serve the purpose.

What is the procedure for name change?

Ask your local mod for it and explain to him why you want it. If he approves, he'll take it from there. One thing to keep in mind is that you are responsible for checking the availability of your new handle. Don't expect the mod or admin folks to do it for you.