How can i change my Fb name like this?

[Troy]

Probably because it's too different from your real name. This guy probably started with that name or something. They don't really allow you to divert from your real name and only allow minor fixes or in case you make a spelling error or change your last name.

Be careful when downloading random files off people that they send you, especially when they're telling you to put it into your Windows folder which is where the main part of your Operating System is. Not sure if that's safe or not so it's up to you or someone else to test that link for viruses but I wouldn't be doing it. I doubt that downloading a file is going to fix anything that Facebook rejects since Facebook is server sided.