Many people are tying to change name at facebook in following ways
1. After login to facebook at top right corner of the page you will get account button, click it.
2. After scrolling down you will get “change name option” with a field, you put your desired name of facebook there
3. After clicking on change name, you will get message that your name will be changed only after review, because they say that they’ll monitor all name changes to make sure people aren’t lying about who they are.
There is more chances that facebook will never review your name.
So the best way to change name is open other facebook account with different e-mail ID with your desired name. Facebook is not at all good compare to Myspace. But in case you don’t want to change your account at facebook, put your original name at name field, it will change immediately, because name change will hold for observation only for odd type of name like King or Spiderman or Rocking Star etc. Try to put that name which is not in English dictionary.