In the Document Library panel, double-click the symbol name.
In the Convert to Symbol dialog box, change the name, and click OK."
But nothing happens when I double-click the symbol.
Works for me on Win.
You can also access the Convert to Symbol dialog from the 'Document Library' panel properties icon command (the little icon to the upper right of the Panel), the nfrom the context list choose 'Edit Properties' for your selected Symbol.
On my Windows XP PC, the drop list from the doc library didn't offer a Convert to Symbol dialog or an Edit Properties command, but it does offer a rename command.