Jehovah's witnesses did not change the word Lord to Jehovah, it was already in there and was changed to Lord by some translators. The early manuscripts all have God's name in them. Bubbles has some excellent info so here is an extension on that. Oh BTW Hallelujah means Praise Jehovah and is commonly sung in many churches (side point)
The Pronunciation of the Divine Name. “Jehovah” is the best known English pronunciation of the divine name, although “Yahweh” is favored by most Hebrew scholars. The oldest Hebrew manuscripts present the name in the form of four consonants, commonly called the Tetragrammaton (from Greek te·tra-, meaning “four,” and gram′ma, “letter”). These four letters (written from right to left) are יהוה and may be transliterated into English as YHWH (or, JHVH).
The Hebrew consonants of the name are therefore known. The question is, Which vowels are to be combined with those consonants? Vowel points did not come into use in Hebrew until the second half of the first millennium C.E. Furthermore, because of a religious superstition that had begun centuries earlier, the vowel pointing found in Hebrew manuscripts does not provide the key for determining which vowels should appear in the divine name.
Superstition hides the name. At some point a superstitious idea arose among the Jews that it was wrong even to pronounce the divine name (represented by the Tetragrammaton). Just what basis was originally assigned for discontinuing the use of the name is not definitely known. Some hold that the name was viewed as being too sacred for imperfect lips to speak. Yet the Hebrew Scriptures themselves give no evidence that any of God’s true servants ever felt any hesitancy about pronouncing his name. Non-Biblical Hebrew documents, such as the so-called Lachish Letters, show the name was used in regular correspondence in Palestine during the latter part of the seventh century B.C.E.
Another view is that the intent was to keep non-Jewish peoples from knowing the name and possibly misusing it. However, Jehovah himself said that he would ‘have his name declared in all the earth’ (Ex 9:16; compare 1Ch 16:23, 24; Ps 113:3; Mal 1:11, 14), to be known even by his adversaries. (Isa 64:2) The name was in fact known and used by pagan nations both in pre-Common Era times and in the early centuries of the Common Era. (The Jewish Encyclopedia, 1976, Vol. XII, p. 119) Another claim is that the purpose was to protect the name from use in magical rites. If so, this was poor reasoning, as it is obvious that the more mysterious the name became through disuse the more it would suit the purposes of practicers of magic.
“God” and “Father” not distinctive. The title “God” is neither personal nor distinctive (one can even make a god of his belly; Php 3:19). In the Hebrew Scriptures the same word (’Elo·him′) is applied to Jehovah, the true God, and also to false gods, such as the Philistine god Dagon (Jg 16:23, 24; 1Sa 5:7) and the Assyrian god Nisroch. (2Ki 19:37) For a Hebrew to tell a Philistine or an Assyrian that he worshiped “God [’Elo·him′]” would obviously not have sufficed to identify the Person to whom his worship went.
In its articles on Jehovah, The Imperial Bible-Dictionary nicely illustrates the difference between ’Elo·him′ (God) and Jehovah. Of the name Jehovah, it says: “It is everywhere a proper name, denoting the personal God and him only; whereas Elohim partakes more of the character of a common noun, denoting usually, indeed, but not necessarily nor uniformly, the Supreme. . . . The Hebrew may say the Elohim, the true God, in opposition to all false gods; but he never says the Jehovah, for Jehovah is the name of the true God only. He says again and again my God . . . ; but never my Jehovah, for when he says my God, he means Jehovah. He speaks of the God of Israel, but never of the Jehovah of Israel, for there is no other Jehovah. He speaks of the living God, but never of the living Jehovah, for he cannot conceive of Jehovah as other than living.”—Edited by P. Fairbairn, London, 1874, Vol. I, p. 856.
The same is true of the Greek term for God, The·os′. It was applied alike to the true God and to such pagan gods as Zeus and Hermes (Roman Jupiter and Mercury). (Compare Ac 14:11-15.) Presenting the true situation are Paul’s words at 1 Corinthians 8:4-6: “For even though there are those who are called ‘gods,’ whether in heaven or on earth, just as there are many ‘gods’ and many ‘lords,’ there is actually to us one God the Father, out of whom all things are, and we for him.” The belief in numerous gods, which makes essential that the true God be distinguished from such, has continued even into this 20th century.