Hey dude, I was searching for this as well. Apparently, if you want to rename the DEVICE NAME for your Samsung Galaxy phone, you can connect your phone up to your computer VIA USB. In your file Explorer, you can right click on the phone (Under my computer, ya?) and click rename. Then name it whatever you like.
I found it strange that this would work, but on the LAN and in Winamp, and even on the phone the name is changed. When you change the name this way, you should see the phone sync while it's changes itself to reflect whatever name you chose. Hope this helps.