My question is: How I can change the name, or label, that appears below an icon on my desktop?

Reason for question: I have several Firefox icons on my desktop, each one of which is pre-configured to on a specific URL. For example, I click on one icon to open the KDE Forums, another to open Google, a third to open Wikipedia, a fourth to open my bank account, and so on. I know how to arrange that a particular icon will open a specific URL. But in order to identify the various icons easily, I need to be able to label them according to their target URLs, rather than having them all named Firefox, as they are at present.

Notes:
1. Currently, I'm using KDE 4.2.4 in Kubuntu 9.04, so I'd like to know how to make such changes in either 4.2.4 or 4.3. {If it's easy [easier?] to do in 4.3, I'll happily wait till 4.3 becomes available in the Ubuntu repositories.)
2. Yes, bookmarks are an alternative, but clicking on individual icons is faster, so I'd like to get to a desired URL by icon-clicking rather than via bookmarks--if it's possible to label the icons individually.

Thanks in advance for your help.

Did you try:
right click -> settings?

Thanks, Jan. Your suggestion made me think that there might be a simpler way of accomplishing my goal than floundering in bash, and, to my chagrin, indeed there is.

I'm feeling quite foolish. To try to unembarrass myself, I'll comment that I'm very much a newbie in Ubuntu and with KDE. About 5 years ago I experimented briefly with Linux (via Mandriva, SuSE, and Xandros), but finally gave up. However, 15-20 years ago, I fairly often had occasion to work in the Unix command shell. That gave me the habit of working therein, but I've forgotten an awful lot; and the combination of that habit and my poor memory has really been handicapping me.

In any case, I'm now going to work harder at using the various tools that the KDE developers have provided.

Your brief, but very much to-the-point, comment turned into a learning opportunity for me. Thanks again.

No problem