I want to change my name (adding my last name) on my Indian passport in USA. Does anyone know the procedure?

My Indian Passport has only my first name and hence Visa has used the First name as my last and made first name as FNU (First Name Unknown). I came here with a student Visa and now on OPT with a EAD. I am desperate to add my last name and want to know if anyone has done it and if it is worth the procedure?