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If you do not have Unity/Gnome/KDE/or some other window manager, to do this you need to be familiar with a command line text editor like vi/emacs/nano.
To change your hostname simply edit /etc/hostname and restart the machine.
The /etc/hostname file should only contain the actual hostname, which makes editing it quite simple since you will just replace the hostname in the file with the one you want to assign.
NOTE: Elevated privileges are required, only administrators can edit this file.