Two methods are available for you:
a. Double-click the name of the file in the file list on the left of the preview window, then type in a new name.
b. Right-click the file you want to convert, selects "Rename" from the shortcut menu, and then type in a new name.
Note: If you want to merge several files into one file, you don't need to rename all the titles one by one. You just need to rename the merge file.