Hi Toon, I'm not able to check it in DHE from where i am now, but i remember that 4.x is exporting to a folder named NewProjectxxxxx or something like that. The first thing i do is renaming that folder, so that i can tell later what project it contains. So i think that you are right when you say that you can't (re)name folders from within DHE.
But as i said, i'm not absolutely sure about this. I will reply again after i checked and it appears to be different.
'I make websites without any knowledge about how to do that...'
No, in version 4.x project files can be exported only in the same folder as they are; this because now you can add folder and any file you want. By acting on the Project Properties you can change the visualization of the Project Manager, give it a try ;-)