If you change your username using the User Accounts applet in Control Panel while using the Owner account, Windows will display the changed name in some places, but it will not rename the underlying folder that contains the account's data and files (and you can not rename the folder). It actually says right in the User Accounts applet that the new name will appear on the Welcome screen and the Start menu, but it doesn't tell you that the name will not be used in numerous other situations.
If you want the computer to refer to you as your new username in all situations, you will have to create a new user account. You'll also probably want to make it an Administrative account. Make sure to transfer all your files and settings to the new account then log into that account. After making sure you have transfered all your files into the new account, you can safely delete the Owner account if you wish.