In Pattern Mode, press job, and then F6 Pattern. Job number 5 is Style Name, cursor until this job is highlighted and press Enter. You can then name your Pattern Style.

When you are done naming, press Enter to complete the process and store the name to the pattern.

Pressing the information button will give you a display of all the available characters. You can hold down the Info button and use the cursor, inc/dec and rotary wheel to enter the name.