For those like myself you did a search on "Display Name Change" and who were
looking for information on how to change their display name in Windows Mail,
here is the procedure:
Click on "Tools" and then click on "Accounts" .. This will open a window
that lists your accounts. Under mail click on the account which you'd like
to change your display name. Once the selected account is highlighted, click
on the "Properties" button. This will open a window that will allow you to
change your screen name. After typing you new screen name, simply click on
the "OK" button.