If you done it right, you need to restart your PC for it to take effect.
To rename your PC, right click on the Start button -> System.
In that window look for the heading called "Computer name, domain, and workgroup settings".
Where it says Computer name: (your current PC name here) - look on the far right of that row and click "Change Settings".
In the window that pops up look where it says "To rename this computer, click Change." Click Change.
Enter the name you want it to have without spaces or special characters a "-" is ok though. Then click OK. It should tell you to restart your PC.
Once restarted go back to the screen where it displays the PC name and see if it is correct.