Try two things.
1) Open Windows Media Player
2) Browse to the file and rename it there.
If that doesn't work.
1) Copy the file to another directory in your File Explorer.
2) Delete the video from inside Windows Media Player from both the Library and your System.
3) Copy the file back to the director you had it in.
For future use, whenever you convert a file, don't put it in the directory you have WMP/360 reading from until after you have it named what you want to name it. I have a "Holding" directory for all my converted videos. I rename them there and then copy them to the appropriate directory.