I once received a number of hateful mentions and DMs on Twitter because I share my name with a 60 Minutes Australia journalist who was the producer on a story about Conrad Murray (Michael Jackson's personal doctor). People really are that stupid.
I worked with a guy that shares the name with the Norwegian mass murderer who targeted children at a youth camp. I think had some pretty though years, but never changed his name.
Depends how you use it. I see numerous possibilities of taking advantage of such "bad name". People know the real Breivik is in prison, so they will be genuinely curious. Besides, it's not like you have your name tattooed on your forehead.