Oooh, the DMV drives me crazy! I had that same problem when I tried to get my name changed- they wanted my social security card changed, and they wanted my marriage license, and they wanted a utility bill or bank statement with my name on and my home address.
Well...first problem, getting the SS card changed to my new name. Second problem, no utilities were in my name, we didn't even use a bank account, and all our mail went to our PO box anyway.
And so...it took me six years to get my name changed on my license (ok, well, it shouldn't have taken that long even with all the hoops I had to jump through, but still...)