It's best not to change a username, simply add the username and password you would like and log out and log in with the new username.
Then delete the old username.
You do not need your hosting company to back up your site.
For a simple backup you can use this plugin
http://wordpress.org/extend/plugins/backupwordpress/
to move your site from a local install to your hosting try
http://wordpress.org/extend/plugins/xcloner-backup-and-restore/