How to change Hostname in the server
To change the hostname in the server, just ssh to the server as root and type
system-config-network
There is a dns setting menu. Select that one. You can change the hostname at that menu.
You may want to consider rebooting your server after that. More info can be found at http://www.how2centos.com/centos-change-the-hostname/
To SSH to the server from windows computer, you need program like putty that can be downloaded from http://www.putty.org/