The help file tells you how to rename. However, if you don't mind adding empty buttons and then assigning the layer names manually, you can do it that way. If you only have one or two menus, it is actually faster doing it that way than trying to get all the layer names right. I just started using PSD files a few days ago and gave up trying to name the layers correctly. It was actually quite simple just to add the empty button, open the PSD file and assign it as a highlight (or sometimes as a thumbnail and a mask), assign the correct layer, and then right-click and tell it to resize to the image size. Move it around and then do the next one. If you have a bunch of near-identical buttons, you can copy/paste the first button and then just re-assign the layer and move into position.

However, try the layer names first, and maybe you'll have more luck -- it's all in the help file.