Praise be to Allaah.
For the one whom Allaah has guided to Islam, it is sufficient for him to
choose an Islamic first name for himself and to keep his fathers name or surname,
because the Prophet
(peace and blessings of Allaah be upon him) did not command the
Sahaabah to change their fathers and grandfathers names when they embraced
Islam. However, he did change the first names of those who had names with forbidden or
undesirable meanings. Because your first name has pagan origins, your changing it to
another name, such as Bilaal, is proper and correct. But you should keep the rest of your
name and surname as it is; this will please your parents. May Allah guide them, and may He
give us and you strength. May Allaah bless our Prophet Muhammad.