Changing blog names

Hello!

I tried to change my blog name, mostly because I outgrew my initial name. However when I changes it thru Settings > General > Site Title from http://www.danceeatbeauty.com to http://www.xojha.com I cannot log back in. Im assuming because I don’t have the rights to the domain name yet (xojha). My old blog name http://www.danceeatbeauty.com was registered
How do I go about resolving this? Do I make changes on my domain server end?Thanks so much.