XBOX gamertag problem

[mymew]

Hello guys....here is my XBOX avatar screenshot

https://onedrive.live.com/#cid=F44B3BFD0F8845AA&id=F44B3BFD0F8845AA!147&v=3

its only show "PlayerXXXXXXXXX", not my name...how can i change it?
i already visit xbox.live.com, but there is no option to change the "PlayerXXXXXXXXX". I only can change the name below PlayerXXXXXXXXX
thanks....

PS : i know my english sucks....i dont need u guys to point it out...