If you mean on this site, then the answer is no. You can click on the 'contact us' link at the bottom of the page and request that your account is cancelled, once you've received a confirmation email you can then sign-up again using a different screen name. Hope this helps!
My screen has a has a plastic insert declaring it's name to be called "hp" I'm sure it wouldnt take much to find a sticky label and replace it with 'Emperor" or 'King' if I so wished.
Chris isn't entirely right. Unless you contact AB and ask for your name to be changed, the only way to do it is to sign up again using a different Email address. Nothing to do with cookies.
Thanks, Kerplunk. AB certainly uses cookies to identify me when I use the 'sign in automatically' facility. I'd forgotten that AB requires an e-mail address but, as I normally set up a new e-mail address for everything I join, I wouldn't notice this anyway if I decided to use another screen name. (I've used well over 200 different e-mail addresses in the past few years. Many of them have just been used to receive a single e-mail).