In InfoView:

• Double click the header of a column
• Type the text you want  
• Press Enter or click away from the cell

In Webi:

• Option 1
• Double click the header of a column
• Type the text into the window that pops up 
• Press Enter or click away from the cell.  (You will get this message: "You need to validate this formula or you will lose it. Would you like to validate it?")  
• Click the Yes button to preserve your changes.
• Option 2
• Make sure the Formula Toolbar is visible at the top of the Report Pane
• Click in the header cell of a column
• Type your new name in the Formula Toolbar
• Press Enter
• Alternately, if you click away elsewhere on the page, you will get the message: "You need to validate this formula or you will lose it. Would you like to validate it?"  Click the Yes button to preserve your changes.