Change database name created by Code First

I'm coding in .Net since 9 years, most with ASP.Net and SharePoint and a little using WPF, MVC, Windows Phone 8 and WinRT technology.
I have learned so much reading others experience and tutorials, or tips so I try to do the same, keeping learning from others of course.
You can also find my blog here : http://sharemstips.wordpress.com/