you need to add a custom validator, AFAIK this name moved to the DNN Authentication provider.

Ok, so I've found the solution.

In Signup.ascx.vb, change to these (modifications are yellow highlighted):

For intCounter = 1 To txtPortalName.Text.Length
                            If InStr(1, "abcdefghijklmnopqrstuvwxyz0123456789-_.", Mid(txtPortalName.Text, intCounter, 1)) = 0 Then
                                strMessage &= "<br>" & Localization.GetString("InvalidName", Me.LocalResourceFile)
                            End If

and

Dim strValidChars As String = "abcdefghijklmnopqrstuvwxyz0123456789-_."
                        If Not blnChild Then
                            strValidChars += "./:"
                        End If

You'll be able to create aliases such as "spider_man" or "spider.man"