In 4.3 They added layer groups, which kind of broke the renaming in the header. You can still rename thru outliner, data tab of properties editor, and the channel region of the timeline and dope sheet editors. Thru the timeline editor is my preferred method. You can pull up the channel region by clicking the arrow head on the left hand side or through the view menu. I hope they add the ability drag and drop layers into layer groups in the header.
