1) Click 'Manage Categories' under the 'Lists' heading of the 'Control Panel'.
2) Under 'Existing Categories:' select the category you'd like to change the name of from the dropdown menu.
3) Click the 'Edit' button
4) Scroll down, next to 'Category Name', change the name of your category.
5) When you are finished, scroll down & click the 'Save' button.