If Services are available on the network, then to change you nick type /nick <newnick>.
To register a nickname you would type this into the Status Window text line:

/msg Nickserv Register <password> <email>

You password is your choice, and the Email is a valid email address, mainly to retrieve your password if forgotten.

Each time you connect to that server, you must identify your nick with the following line:

/msg Nickserv Identify <password>

Otherwise your nick will be changed to a default nick, or you will be booted out of the server.

I say enter this into the Status window and not a public channel to prevent people from reading your password.