In your ~/.hgrc (*nix) or mercurial.ini (Windows) file:
[ui]
username = First Last <email@address.com>
(mercurial.ini is in C:\Documents and Settings\[username]\ for XP and lower, C:\Users\[username]\ for Vista and higher. You can also run hgtk userconfig if you have TortoiseHg installed and do it that way.)