If you drag a shader from the Shader Tab into your browser window, as an example, into My Shaders, you will be prompted to name the shader and a comment if you want.  You then drag
the newly named shader back into your scene, and delete the original shader.

It's a pain, but at least you get to name your shaders :)

I don't know of any other way.....if someone else does, I'm sure they'll post.