By the way, anyone thinking of using the company Julie has recommended, I have done some checking around and they are not a law firm, therefore they are not regulated by the Law Society. Also, they apparently have an "affiliate program" which people can join and then get paid for promoting the compnay on forums such as this.
None of which helps Andrea with her question! I do think you need a deed poll for UK purposes but for getting your US documents changed, I don't know. I would go with what Peedal and the others have said.