Naming an Portable USB Compact Storage?

[Bryan Forbes]

I just picked up a 64 mb Cigar Pro USB portable storage unit  
http://www.cigarusb.com/ (shaped like a little cigar) from Tiger Direct 
for the cost of shipping (sorry, the rebate expired yesterday 10/31).

It mounts fine on my Tibook running OS 10.2.8 in the USB port.  
However, it shows up with the title of NO_NAME under Name & Extension 
on my desktop.

When I attempt to change the name to something I want like "Cigar USB", 
it won't change under File/Get info.  Going to the ownership & 
permissions area and unlocking the lock isn't helping me out any.  What 
step am I missing?

I have mounted the same unit on an XP box ... it mounted successfully.  
I'd like that to continue being a X-platform way to move document 
between my Tibook and the XP stuff "I have to use" after getting it 
renamed.

TIA

B. Forbes