Um.. use the rename function.
Open explorer and go to the folder in which the files are held. Right click a file and in the menu pane you'll see "SolidWorks -->" Click the arrow and you'll find three items, one is 'Pack & Go' the second is "Rename" and I don't remember the third off-hand... use the Rename and it will update the nesc linked components and assemblies to maintain the model.
You could also do a pack and go, and rename them that way. By doing this you would duplicate the data and maintain the originals as they are.. at the least, I'd be making a backup of the entire model prior to doing either of these.. one small 'oops' and the model could go down the drain..
For the record, you cannot just 'change' the name in explorer.. as it will break all associated links in the model.. it must be done via one of the two listed 'functions' above.