Microsoft Smartphone 2002 - Manual (Page 44)

40 Windows® Powered Smartphone 2002 User’s Guide
Figure 12 Changing Status
4 To change your displayed name
In the Messenger contacts list, press the Menu soft key, select Options, and then select Passport Account.
Enter the name that you want others to see when you send instant messages.
Note: You must be signed in to MSN Messenger to change your displayed name.