hard? annoying? possible?
eg, tinycontent, mylinks, mydownloads etc

EASY ...

Go to system admin>modules>module administration page. Here you will see all your listed modules. The first column of the table will show an icon for the module. Under this is an input box with the original name in it. Delete this name and enter your own choice.

This name will now show in all your menus in the website and in admin. However, it does not change the URLs in any hyperlinks, they will still show the original module name .

Richard