I found the name string in the Civilization4.ini file (or something close to that) that gets added into Your My Documents/My Games/Firaxis Games/Civilization IV/ (or something close to that). I was having the same problem, but I went and edited the name string in the ini file to my name (it's obvious which one it is) , and now when I launch, everything appears correct. I think that the problem is attributed to the way that Civ IV builds the original ini file, but that's just a guess. Renaming the computer AFTER it is first installed and launched will not change the Leader name, as I have experienced.