Ahh, ok. No I don't think that there is anything OBEX can do to affect that behaviour, there's no OBEX Header related to that area.
I presume that when the receiving device discovers the sender it queries it for its name at the Bluetooth level, and when the transfer starts it displays that name. Of course, in Windows XP the Bluetooth Devices applet allow one to manually rename a remembered device but I guess that's not the side you want to do the renaming from.
Andy