Actually, RM2K3 and RMXP are compatible with Vista - I've got them both installed on my Vista drive, and they work poifectly.
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RM2K3, I believe he's using.
New event, set it up how you want to. If it's Auto-Start, or if it's an event that the user can keep on hitting (for example, it's at the start of a really big map and they can go anywhere - including back onto the name event) then you can use either preconditions or a conditional branch with a Switch so that they can only use it once - If HeroReNamed Switch is OFF Then Allow Rename + Turn HeroReNamed Switch ON Else Do Nothing.
To input a custom hero name, it's on the second page of the event commands - Enter Hero Name. Click it. You want the character set to be Hiragana, and the character to be renamed is selected from the drop down box. You can tick the box to show the default name, but I haven't worked out how to delete characters when you're inputting them, so you're kinda stuck if that happens.
Hope that helps.