Congratulations! You've come up against a problem that has stumped many a Windows user/admin. No, you cannot rename a task except for exporting, renaming and importing again. Yes, it's rather silly. Perhaps an enterprising scripter could create a simple PowerShell script that automates this, but until then, you're stuck with your export/import two-step. Sorry. =(

(You also can't rename a task folder after you've created it.)