In order to change the name of a page, for example the name of the Main Page, you will first need to login as Administrator. You can do this by clicking on the log in/create account link at the top right corner of your page.
Then you should type in the admin username and password you set during the installation.
Now that you are logged in as administrator, you need to click on the [Move] link at the top of the page. To see it, you need to click the down arrow button next to View History.
A new page will open and you will be given the option to change the Title of the page.