Using the Query Analyzer may not be the right way always, you can use the SQL syntax as given below, if you are unable to have access to use the query analyzer
For Oracle 9i, the syntax is :
ALTER TABLE table_name
RENAME COLUMN old_name to new_name;
For Microsoft SQL the syntax is :
EXEC sp_rename ‘Table.[OldColumnName]‘, NewColumnName, ‘COLUMN’
*Note here [...]