For some reason, MS does not have a built in command for this?
Not sure why this is as competeing technologies like Oracle and MySQL do, but
there is a stored procedure that will get you where you are going:
EXEC sp_rename
'TABLENAME.OLD_COLUMNNAME', 'NEW_COLUMNAME',
'COLUMN';
Just replace TABLENAME.OLD_COLUMNNAME and NEW_COLUMNNAME with your new values.