This is a bit confusing. Sheets are used in Excel. Based on your code, you're trying to change the name of the Word document.
You can define the name of the (Word) document for example when saving the document. If you're trying to use Excel via Interop, try using Excel's corresponding class libraries. For more info, see: http://msdn.microsoft.com/en-us/library/microsoft.office.interop.excel(v=office.14).aspx