How do I change login accounts? It automatically logs me into the first account I signed in with and I want to change names.

Delete iw4m.ini.

How can I login with different account but keep all my classes, guns, etc?

With a program called EAM (easy account manager)

http://fourdeltaone.net/viewtopic.php?f=7&t=4144

Look at question number 3.

although i think you don't need to follow the first step and reset the titles and emblems, probably you can just use EAM (download link available too).

I agree, use EAM