Shinobu, I'm no lawyer but I don't think there is any rule that says a man can't legally change their name to a "woman's" name. If you want to pay the bucks and go through the hassle, I believe you can use any name you like. I seem to remember 10-15 years ago, there was a guy who legally changed his name to "Trout Fishing In America". If he could do that, it seems like a guy changing his legal name to Missy or Jennifer wouldn't be a big deal.
Then again, free advice is worth every penny you pay for it.
....Laurie