Changed username on Minecraft doesn't allow me to join a multiplayer game?

So i've probably done this once but now have forgotten. I have changed my username on minecraft and when I try joining a game in multiplayer, it say's "Not authenticated with Minecraft.net" When I first log in Minecraft, it say's welcome (Old Username) So I didn't bother with that cause it's just a user name, nothing different like my password or my email, But it just doesn't let me in!

Obviously, it has a record on your computer by a cookie that you and that user name and that computer are linked. So you have to change the authentication - however that is done.