How to change your nickname on Yahoo Chat?

I've tried everything to change my nickname but there is no option for "change nickname" anywhere on my Yahoo Messenger. Anyone know what I'm doing wrong?|||Basically, Yahoo had the fantastic idea of removing nicknames for people, so now, unless you already have an account with a nickname, you're stuck with your normal name. It's ******* stupid and Yahoo are ******* stupid for getting rid of it, user rooms, profiles...pretty much everything that made Yahoo Chat good. So, sorry, you're stuck with your screen-name.