Here, 'WordPress' refers to the one you own host, not the one BSP provides.
After setting up WordPress, it produces an administrator 'admin'. You can use it to login. But probably you want to change it into another one. You cannot find any options in WordPress management panel. How to do it? The easiest way is to change it in database directly.
Use phpMyAdmin (or another MySQL management tool) to open 'wp_users' table in WordPress database. You can see an 'admin' record. Change 'user_login' field into a name you want. That's OK. For alternatives, you can execute SQL query directly:
use wordpress; -- 'wordpress' is the name of WordPress database
update wp_users set user_login='name you want' where user_login='admin';
After that, you can use the new name to login your WordPress.