Steam Settings
If you would like to change your name in Team Fortress 2 you need to right click on steam in the system tray. Click on settings then click the friends tab. There you are going to see a box called nickname with the name that you use in the game. Change it to what ever name you would like to use in the game.
You can also double click on steam in the system tray and the steam browser window will open. Click on file menu then click on settings and then click the friends tab.
In-Game
If would you like to change your name in-game then go into console
[CS:Source] [TF2] Enable Console and type setinfo name "Your New Name" without the quotes type the name you would like to use in-game.