Open your terminal and type
sudo pico /etc/hostconfig
...you will be asked for your password, then you will open up the file in the simple pico editor. With your arrow keys, move down to where the file says
HOSTNAME=-AUTOMATIC-
...and change it to
HOSTNAME=MyNewComputerName
...where, of course, MyNewComputerName is whatever you wish to name it.
When you've changed the file to your satisfaction, hit Control-O to save, use the same file name, and hit Control-X to exit. (These command keys are listed at the bottom of pico for your editing ease.)