Can you right click and change the name and file extension of other files? If so, it's hard to see why that wouldn't work on a ._eml file too. One thing worth trying would be to send one of those files to another user and see if they can easily change
the name.
Do you have administrative rights as a user? One thing that blocks some actions is not having administrative rights. Rights are set up when the user account is set up. To change account type go to Start > Control Panel > User Accounts > Change your account
type.
http://www.pcreview.co.uk/forums/cannot-rename-my-files-folders-my-documents-t2338026.html
which leads to this:
http://support.microsoft.com/default.aspx?scid=kb;en-us;308421&sd=tech
Another possible thing is to check the file Properties and make sure it is not marked as Read Only.
A mysterious "press F2" suggestion that seemed to work:
http://www.techsupportforum.com/forums/f10/cant-rename-folder-after-it-goes-in-my-documents-558762.html
Note: in both of the above support boards (not the MS link), the user reported no rename option in the right click drop down list.
If you think your system files might be corrupted or missing something, see the links under the Google search on "/scannow" for the way to check and fix them.
Also:
http://www.sevenforums.com/tutorials/1538-sfc-scannow-command-system-file-checker.html