Hi Graham,
If all you want to do is rename the files, the AFNI command 3drename will fix the head files for you. However, I'm not sure that the anatomy parent will be recognized after renaming. You may need to use the command 3drefit to tell afni the new name of the anatomy parent. Avoid editing HEAD files in a text editor if you can help it!
AFNI locates the volumes for display using information from your .afnirc file. The document README.environment describes numerous options.
(http://afni.nimh.nih.gov/pub/dist/src/README.environment)
see eg. AFNI_GLOBAL_SESSION or AFNI_STARTUP_SCRIPT
Also, you can have afni look at all directories recursively by typing afni -R.
Hope this helps.
Sally Durgerian