firewall72's suggestion would work well if you were using a Junos device, but not for ScreenOS.
Renaming in ScreenOS is really just a create new/delete old operation. If you "rename" something in NSM and push the changes, you'll see what really happens is that NSM generates the CLI commands to unset the object, then create a new object, and it replaces all references in the configuration to point to the new object name. The Web UI is similarly helpful.
Doing it manually via the CLI would require you to find all references to the old object, unset the old object and appropriate references, then set the new object and re-create the references to the new object.
Short answer: unless you have a real necessity to use the CLI for this, I would suggest you stick with the Web UI or NSM to rename objects.
-kr