To rename a project, click the checkbox next to the item, and hit the first icon from the top. In the resulting pop up, fill in your new name, and hit 'OK'. This will rename your project AND script file.
To rename your script, go to the 'File menu' and select 'Rename Script'. Enter the new title and select 'OK' to save the change.
To rename an episode, click the menu next to the episode name in the project view and select 'Rename'.