Two places where you can do that. My favorite is to press "n" in the 3D view. That will bring the properties popup and you can change the name from there. The other place is in the Object button window, the one shown when you press the button with the 3 axis, in the header of the Buttons window.
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Paolo Ciccone
Pret-A-3D
http://www.preta3d.com
http://www.paolociccone.com