how do i change the name of my podcast?

The title is carried in the 'title' tag of the feed, and you would need to change it in whatever method you are using to create your podcast. What has caused the search results you see I couldn't say, but if you would like to post the feed and iTunes Stores URLs it might be possible to check for any oddities.

The 'title' tag now reads 'Studio Session Global EDM Radio Show - September 2012 - Jonathan Exley Mix' and this is reflected when subscribing. The iTunes Store caches the feeds and visits them periodically to check for updates, so any new episodes can take 1-2 days, occasionally more, to appear. This change should appear in a day or so, though it's possible that the Store won't see the feed as changed until you upload a new episode.