recently MBT28 contact me on github about OVC3860 based BT modules , we have some chat about configuration of this modules, and mbt pointed to microcontroller.net where someone put link to pdf with instruction how to configure OVC3860 based modules (I put it on my github  including executable you need).
I personally tested it, and it works. I try to change baud-rate, name, reconfigure module class, sound settings ....
tested on winXP,win7 and wine on ubuntu
so, how to change name? start software, then connect serial port to module and start module, it should connect to module automaticaly if you connect your module before starting SW, simply restart module by connecting reset pin to ground. Then push "Read All" button, next find key named "localname" and change his "value" to new name of you module, hit "Write selected" Button and you are done. For other keys take a look at documentation pdf at github .
I try to sniff communication, to make it configurable from arduino, to be able set BT name by user on final product ....