Command entry: 
Utilities panel

Utilities rollout

More button

File Link Manager

Presets panel

Click a preset

Rename
The Rename Settings Preset dialog lets you rename your preset.
NoteYou cannot use names beginning with 'Preset', so names like “Preset 1” or “Preset with Welding” are not allowed.
Interface
- New Name
-
- Format
-
The file type for the preset: either DWG/DXF, or FBX.
NoteOther file types might be available, depending on the third-party plug-ins you have installed.