Network name? I assume you mean domain name. The domain name is the name you set in the PDC at the time of installation. You can change the domain name, first at PDC and then BDCs and then the rest of the workstations in the domain. A Microsoft domain is recognized by the Security Identifier (SID), a unique number that goes on with every user and computer account you create in that domain. So changing the name of domain doesn't make much of a difference except when you have established trusts with other domains, as they are non-transitive and work on domain names.
If you are considering about changing names of NT servers, think twice, as it can have some unhealthy effects in some cases. Let me spell out a few which I have seen. Never change the name of a server if you are running any MS BackOffice application like: SQL Server, MS Exchange, etc. (except MS Proxy). These applications use NetBios names of the computers so changing the names of the servers on which these applications may lead to reinstallation.
If you are having user home folders on the server you are renaming, you will have to bear some admin overheads in modifying the UNC paths in the user profiles. but taht can be simplified using the %username% variable.
But. Overall, I don't think renaming a server is a risky thing and that too in case where server is not running any special services.
And you want to rename DATA to USER. It appears that you are trying to rename the folder over the network or remotely. To rename the folder, log in locally as admin and then right click and rename the folder. When you have successfully renamed the folder from DATA to USER, you will have to change the UNC paths of the home folders. Here's where the %username% comes into play. It can be used to assign multiple users their home folders in one go.
These are few thoughts. If you have any queries, write more.
Mubashir