First, make sure your logged in the GraalOnline site, then point your browser here:
http://www.graalonline.com/members/accinfo
You should see a text box to enter your community name if you haven't already set it. And actually (Assuming you already set your name once), once you set it, i'm almost positive you cannot change it a 2nd time, but you'll have to wait for someone to confirm because i'm not 100% sure.