thats just for changing it in console, if you want to change it fast, you would have to bind it to a key.
/bind <key> name <name>
/bind 0 name UnnamedPlayer
so whenever you press the '0' key, you will change your name to Unnamed Player.
keep in mind, that doing you need to know what the console calls each key. For the letters its easy, but for the keypad for examply, you have to find out. The easy way to do this is to test it out, go into the controls section, and set something you dont use, like chat_attacker, and press the key you want to find out. It should tell you what it reads that key as, such as KP_5, KP_uparrow, KP_PGDN.
To unbind that name, you can simply bind it to something else, or go /unbind <key>
oh, thank you very much Gerbil, that was exactly i wanted to know...thanks