[M.A.D.M.A.N.]

Код:

function RenameFile(const OldName, NewName: string): Boolean;
begin
{$IFDEF MSWINDOWS}
  Result := MoveFile(PChar(OldName), PChar(NewName));
{$ENDIF}
{$IFDEF LINUX}
  Result := __rename(PChar(OldName), PChar(NewName)) = 0;
{$ENDIF}
end;

Пользуй MoveFile. Описалово в MSDN.