I presume you are on SQL 2000 and you are using Disconnected Edit to rename the tasks.
The problem is that the steps refer to the tasks by name. So you have to go into the properties of each step and change the task to which it points for execution.
There may be other places where you need to do it. For me it was simply too much of a hassle for existing packages. If this is a new package it may be worth it to change the names, and you will probably want to rename the steps too.
DL
MCDBA, MCSD, MCT, etc.