Hi Gary,
I'd like to add some details to Dean's response.
Styles are stored in a template. Therefore, you should first open a document
(it could be a new document) based on the template in which your styles are
stored. The default template is Normal.dot.
Follow Dean's steps to open the Styles and Formatting task pane. In the
Styles and Formatting task pane, right-click the name of the style whose name
you want to change, and then click Modify. (If you don't see the name of the
style, under Show at the bottom of the task pane, choose All Styles.) In the
Modify Style dialog box, in the Name box, type the new name for the style.
Before clicking OK, select the Add to template check box. This will save the
new name in the template and not just in the cument document.