Unfortunately, it is not possible to make this change. Your Vendio Store URL name is the same as your Vendio account username, which unfortunately cannot be changed. However, if you want to register your own domain name to use with your Vendio Store (instead of the Vendio URL), you may do so by going to "Vendio Stores" (in the left-hand menu of your Vendio account). Then click the "Learn more" link below where it says "Drive more customers to your store! Register a professional and easy to remember domain and point it right to your Vendio Store." and follow the steps.
