What is the ruling on a Muslim changing his name to a non-Islamic name in non-Islamic countries?

It is not permissible to name (children) with names specific to disbelievers, due to the resemblance it entails. Therefore, a Muslim must avoid that. If this belief stems from preferring them over the names of Muslims, then this is a grave danger that shakes one's faith. One must hasten to repent from that, and changing them is a condition for repentance.