Sometimes it takes a while to load in, like waiting for a rank to load into the whole server or for your forums account to link. It probably just needs to sync up.
Your actual minecraft name is still what it was when you purchased the game, and that's because if somebody takes your name, you can't switch back, so you'll have to contact an admin to change this. (If you want to)
What Jan said, and I think Gigo said there is a time when it auto syncs, so after our new usernames are cleared up we wait for the auto sync and we get our correct names.