I'm not sure what you wanted me to do, so here is what I tried.  I have discovered there are 3 files associated with each MP4 file:  1. The mp4 file 2. an XML file 3. a thumbnail file which is saved in the THMBNL folder on the card.  I was able to double click and change the names in PM for the XML and JPG file, but I couldn't double click and change the name of the mp4 file.  BTW the mp4 file name is red.
I closed the tab and renamed the mp4 file name to match the xml and jpg.  I then opened the folder in PM5 and tried to rename again and got the same error.  Now the I have realized there are 3 files, ideally I would have wanted all 3 to be renamed like the raw+jpg pair names are kept in sync.  I am wanting the mp4 file to be in the same file name sequence as when they were captured.  
In addition, the original file names for the raw files have the _DSC0001.ARW convention and the video files which are kept in another folder are named C0001.mp4, the XML file is named C0001M01.XML, and the thumbnail is named C0001T01.  I am seeing what a mess all of this is.