You can change the name assigned to a shelf right clicking the mouse over the shelf and choosing "Rename shelf".
The new name you assign to the shelf will be the one visible in the gallery.
Internally a shelf is a folder in your hard disk. The name of the folder will not be changed so you may see that a shelf has a different name in the gallery of BrainsBreaker than its corresponding folder.
The program will not allow assigning a name to a shelf if there's some other shelf with that name or if there's some folder corresponding to a shelf with that name.