If I decided to change my methods, how do I include my modification in my paper? - (Jan/02/2014 )

Happy New Year and thank you all for your time.

I am an undergrad starting to work on my research thesis. A year ago I have already written and presented my research proposal and last fall I have also finished performing my research. Now I am in the stage of writing up my thesis and preparing for my final presentation. Today I have a question regarding my Methods section.

I ended up changing my methods entirely because my initial plan was not working. Since I have collected my data using an entirely new set of protocols, what do I do with the methods that I wrote on my proposal? Do I include this in my thesis even though I did not  use it? 

If yes, where do I report the "changes" that I made in the methods? Will I be presenting two different methods in a row in the Methods section, or do I keep just the original methods in the Methods section and introduce my new methods somewhere in the Discussion? Where do I explain how and why I had to change my methods? Shouldn't it come before the Results section?

I am sorry if this was confusing but thank you in advance for your help!

you did use the original methods and found that they didn't work. you can include that in your thesis (when you present your results and when you discuss them). just include the new methods in the methods section.

You have an important result -- your initial methods did not work. Don't forget to document it for others.

Negative results are results!

Thank you mdfenko and phage434 for your advice. I will definitely include my original methods in my thesis!