Open up Steam, navigate to your Steam Profile, then click "Edit Profile" near the top right of the page. There'll be several fields you can edit, the one you want to change is "Profile Name". Alternatively, you can open your Steam Settings, go to the "Friends" tab, and change it from there. Make sure you do this either off the servers or pre-round ingame, otherwise you will be auto-kicked for changing your name mid-round. EDIT: Here's an image.
Open up your steam profile, and near the top it should say "Store, Community" etc. Click on "Profile", and it will take you to your profile, then on the right it will say "Edit Profile". Click on that and the rest should be obvious. You can also do this through your friends list, just click the drop down arrow next to your name and click "Change Profile Name".
