I dont think renaming the files will work as theres no option to point the location of the Database file once the Mailbox database is created.
Ok heres how you can do it. Move it to a temp folder with the name you want and the move it back
Within Exchange management Console. Select the Database for which you want to change the name.
Unmount it
Right click and Select Move Database. Select a temporary folder and type in the name you want for the database.
Once this move is done. The database file should have the name you want.
Use the same process above to move it back to the original location.