All perfect praise be to Allaah, The Lord of the Worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad is His slave and Messenger. We ask Allaah to exalt his mention as well as that of his family and all his companions.
It is not obligatory on you to change your name into an Arabic name, and we do not see any harm in retaining your name.
The forbidden and disliked names are due to the following matters:
a) Names that imply being a slave to other than Allaah, like 'Abdul-Masseeh, or 'Abdul-Rassool and the like. (i.e. slave of Jesus, slave of the Messenger).
b) Names that are exclusively for Allaah or names that are among the attributes of Allaah like Ar-Rahmaan (The Beneficent), Al-'Aleem (The All-Knowing), and Maalik-ul-Mulk (The Eternal Owner of Sovereignty).
c) Names that have dispraised meanings like Harb (war) and Murrah (bitter).
d) Names that praise one's own self.
So if the name comprehends one of the previous meanings, it should be changed. Otherwise it is not obligatory to change it. Also it is not obligatory on whoever embraces Islam to change his/her name except if it includes one of the previous forbidden meanings.
Allaah knows best.