If you do it from inside the ISE GUI, you can just do
"save as..." to save with a new file-name. Then you need to
delete the original file from the project by selecting it
in the hierarchy view and pressing delete, and finally add
the new file to the project using Project --> Add Source.
In the old days, an ISE project was a text file and could be
edited to change a file name...
Regards,
Gabor