As people have said before, your steam account name, that you signed up to steam with, and login to steam with, can never be changed, ever.
But that's fine, because nobody ever sees it and its only use is as a unique steam account identifier (along with your steam id, which you probably don't know) which you login to steam with.
Separate to that is your steam profile name, which your steam friends, or anyone who checks out your steam profile will see, and you can change as many times as you want. Since Team Fortress 2, all source games have used this as your in-game multiplayer name, and recently, older source game have even been updated to do the same (CSS, DODS).
It makes sense that TW followed suit and done the same, as it's a much more simpler system, that gives a little defence against smurfing, as steam tracks all previous profile names.
I highly doubt that TW will go back to having a different in-game name and steam profile name. I think they'd like as much synergy with steamworks as possible.
@Sah. I suggest you change your name manually before playing either of the games. You could automate the name change with a script for each game, but really it's a bit overkill.