We do not do any format check of the username, so a period inside the username, should not matter.
Just try to change the string in your program to the new value, try this code:
Sftp sftp = new Sftp();
sftp.Connect("server", 22);
sftp.Login("First.Last", "password");
and let us know whether you can connect and login to the server succesfully.
If not, please create a log of communication and either post it here, or send it to support@rebex.net.