It is far easier to rename files using the Explorer in ActiveSync rather than using File Explorer on the Axim itself. There are other file explorer type apps that do a much better job.
As for file associations, "PocketTweak" from
http://tillanosoft.com/ is great for that - and free. You can also do it manually via registry tweaks, although it is cumbersome to do that way. See the tutorial posted on this site for info on that - if you dare.