My question involves name change laws in the State of: Virginia

I was recently denied by a judge to have my daughters last name changed to include my last name, because I "did not provide enough proof that it would be in the best interest of the child". I am currently pregnant and the child I am carrying has the same father as the child whose name I want to change. I informed the judge that I would like for both of the children to carry on my maiden name as well as their fathers. I do not want to remove his last name, just simply add mine to theirs. We are not and have never been married and do not live together. We were in a relationship for about 5 years before we broke up at the end of 2012. I found out I was pregnant with our 2 daughter in January this year 2013. We have been having problems communicating since then, and are currently going through the legal battles of custody and visitation for our first child, and will have to do it again when the next child comes in a few more weeks. I'm feeling completely lost and hurt by the judges decision as well as the childs father. I explained to him before we went to court that if he would agree all we had to do was to go to the court and have the paper work signed and notarized and we could avoid court all together. He somehow feels that I will gain something monetarily by adding my last name to our daughters present name. I told him during that conversation that I have no intentions on gaining anything except to add my last name to our child and our new baby as well. I simply want both children to carry on my name as well as his. Well he still refused and we went to court. Is there anything else I can do to try and get this back to another judge or what I can do to explain to the current judge how important this is for me? I do not understand or know what other kind of proof I need to bring to a judge to show how it would be in the best interest for the child. Shouldn't not being a married couple count for something and having a child out of wedlock? Again I am just trying to ADD my last name NOT remove her fathers. I carried this child for 9 months and now 4 years later I want her to carry my last name, and I have to prove why????? I'm so hurt, please help!!