As far as I know, you can't set a name for an IB screen object.
I think you mean the outlet name. That is done by dragging from the screen object to a controller object that appears in the nib window that holds those values. What you are doing is associating the screen object with a variable in the controlling object that will communicate with your screen object.
Perhaps there is a clue at cocoadevcentral.com. I think this
2nd of two tutorials is what you are interested in. The bonus is this tutorial looks to be from your version of the dev tools.
(If you mean you want the class to be some other non standard class, then you have to create a subclass in your project, read the class files in via the File menu on IB, and then change the class identity via the info panel for the textfield on the window. Well, that is in IB 3.1.2. I can't recall the details for your version.)
I recommend Cocoa(R) Programming for Mac(R) OS X, by Aaron Hillegass. You want the second edition, as the third edition released last year is for the newer version of the tools which look and act differently.