Please allow me to change my OpenId and/or have a secondary OpenID in the Stack Exchange Data Explorer.
This should be live in Data Explorer now, similar to the way SO/SE sites did before alternate OpenIDs were allowed. If you go to your profile you'll see a new change openid link (same location as other SE sites), click there and login with the OpenID you want to change it to (alternates haven't been added at this time).
Along with this change the OpenID login screen should more closely resemble the StackOverflow providers in styling and provider choices (with the exception of Facebook, for technical and security reasons the Facebook provider isn't supported yet).
I don't have an account to test each OpenID provider, so if you find any issues please comment here and I'll take a look.
If you have another OpenID that's already in use (by another user) you cannot use it, it's a primary key in the system. You can still logout and log back in with that OpenID of course.
We'll take a look at how to best merge existing accounts then hopefully provide a way for you to do this without any admin intervention there. No promises on this, we'll need to build it and see if there are any unforeseen issues.