Very simple buddy Just add this Command in the console
name XXX (Where XXX is ur name) And then hit the Enter key.
Eg: name Terminator
(note:The name Gets applied after the round is finished or is restarted)
Here's a site for server and client console commands
*solair.eunet.yu/~kimy/cstrike/english/commands.html
and the full list out here
*www.counter-script.net/index.php?id=42