This post follows on from How to secure a wireless network: Part 1 of 5 - Enabling WPA on a wireless router which includes a detailed description of some key security myths pertaining to wireless security. The first post also goes into detail about why these steps are only appropriate for small networks as found at home - you need to take a different approach with appropriate key management for larger networks.
The first post also explains the limited security benefit to be found by changing the name of your wireless network - the technical term for the network name is the Service Set IDentifier(SSID)
Here's a transcript of the demonstration:
The demonstration assumes that you've already signed into your router as an adminstrator - often there's only a single account so rather than entering a username you just enter a password to "sign in" as administrator
Enter the system configuration and Change the SSID
Save the settings