No problem! I think this is likely the cause:

If samples are shown without names ( the default case in ArtRage ), the change name option is greyed out.
Click the menu icon at the top right of the panel and choose 'Show samples with names'
This will change the sample display to a single vertical list with names on the right hand side.
You should then be able to change the names for the colours freely.

Let me know if this doesn't do the trick!