Don't listen to those who are saying to change the last name...that's just silly. Will they get teased? Yes. However, changing the last name is not the answer (nor does it teach your child anything). As you can see by what people's first reactions were on this message board, even when your child is an adult, they will still get poked fun of (I'll even admit that when I initially read your message, I laughed a little and thought of funny, inappropriate names

).
The last name you have (Cock) is actually a very easy last name to work with because it's simple (it's along the same lines as Smith, Jones, etc.). So think of names that you and your husband love without taking into consideration your last name; AND then think of all the nicknames. For example: Harrison Cock - sounds pretty safe, however Harrison would definately get shortened to Harry....and no one likes a Harry Cock (yes, pun intended)....but I think you know what I mean...

Always remember, no matter what you name your child (even if you have the most boring last name), kids will find ways to makeup mean nicknames

Best of luck!