Because originally we used the homework set name as the primary key in the database, renaming a set is not directly possible. (Fixing this requires a complete redesign of the database -- which is needed for other reasons as well, but will not be an easy project.)
However there is a work around which is not too bad.
1. Clone the homework set (create a new set as a duplicate of the old one) and name the new homework set Lesson01 .... etc.
2. I believe you have to assign this new set to the students -- it is not automatically assigned.
3. Once you are satisfied things are ok in the new homework set delete the old one. DO NOT DO THIS IF STUDENTS HAVE ALREADY STARTED USING THE SET --- student data will be LOST permanently!!!!
repeat for each of the ten lessons.
The other possibility is to export each of these homework sets and then import each homework set while assigning it a new name. This is a slightly more obscure method but might end up being slightly faster. You still need to assign the new sets and (eventually, after checking) delete the old ones.