Actually, no - that's just the default server name for non-dedicated servers. Sorry.
To change the server name, open %appdata%\MayhemIntergalactic\options.ini and under [general] put servername=Your Server Name
. For example, here is Mayhem Central's options.ini:
As mentioned, I realise the docs are still lacking on this front, and I apologise for that. Maybe I'll make a sticky topic about it.