Call up the VOICE in [VOICE] mode
Press [EDIT]
Press [COMMON EDIT]
Press [F1] GENERAL
Press [SF1] NAME
At the top of this screen (upper left corner) you can see you are in VOICE mode, you are in "COMMON" - Edit, and you can move the cursor to highlight the NAME.
When the NAME is highlighted CHARACTER appears for [SF6] CHAR

Press [SF6] CHAR to bring up the Letters, numbers and other assorted characters you can use for the naming process.

The manual has a great little section on this process: Owner's Manual page 20: "Naming (Inputting Characters)" - basically under the screen you can move the cursor left [F1 ] within the NAME; you can INSERT (characters), DELETE (characters), etc. You select a CHARACTER by moving the DATA WHEEL or the [CURSOR ARROWS] - and you INSERT it...
Highlight a character, press [F4] INSERT, rinse and repeat.

You can use 20 characters for your name.
When completed:
Press [ENTER] to set the name in place (very important)
Then press [STORE]
You will be offered one of 512 normal Voice locations in the USER 1 - USER 4 Banks.
If you are editing a Drum Kit Voice, you will be offered one of 32 locations in the USER DRUM Bank

Extra Credit
In VOICE mode there are two main areas of Editing: COMMON and individual ELEMENTS.
_ You reach "Common" edit parameters by pressing the dedicated [COMMON EDIT] button after pressing [EDIT] - the Voice NAME is something shared in 'common' by all components of this Voice... that is why it is found where it is found.
_ You reach the individual Elements by pressing a numbered button [1]-[8] while in Edit. The top line will indicate you are in VOICE mode, you are in Edit mode, and you have selected an Element 1-8.

That is it... there are really just these two main areas of parameters in editing a VOICE. You can understand with 8 Elements (oscillators) possible, the things they share in common will be found under the [COMMON EDIT] button. And those that are individual to the oscillator will be found by pressing the corresponding number 1-8 after entering EDIT mode.

Make sense? Hope that helps.

Thank you very much for a quick answer!