In the Project Explorer, you can select any module, then hit F4 to pull up the (single-entried) properties box. This lets you change the name manually.
Or you can do something like
ActiveWorkbook.VBProject.VBComponents("Module1").Name = "xyzzy"
(You can also use objects like
ActiveWorkbook.VBProject.VBComponents("Module1").CodeModule to do all sorts of wacky dynamic things to your VBA code.)