You can't specifically change your site address. However, if you don't have too much content yet, you can simply delete your existing site and re-register for a new site, using the name you want. If you have a lot of content, you can download all your files to your local hard drive, before you delete your site. Then you can cut and paste everything back into the pages on your new site.
Be aware that, the name you want may already be taken.
