We will be happy to do this for you.
Please open a new support request and make sure to include your current blog address (e.g. myblog.theblogpress.com) and what you would like the new address should be.
NOTE: This will not remove ".theblogpress" from your address. To do that, you will need to purchase a custom domain name. For instruction on how to do this, please see this article: "What Is A Custom Domain Name? Do I Really Need One?"