Probably too late for you, Fiona, but maybe someone else will benefit. The file to modify is app/code/core/Mage/Adminhtml/Block/Sales/Order/Shipment/Create. You should make a local version of it (app/code/local/Mage/Adminhtml/Block/Sales/Order/Shipment/Create) before making any changes and do all the changes in this local copy.
Inside you will find a getCarriers() function, which is where you need to insert the name of the carrier.
public function getCarriers()
{
$carriers = array();
$carrierInstances = Mage::getSingleton('shipping/config')->getAllCarriers(
$this->getShipment()->getStoreId()
);
//you can change 'Custom Value' to 'Colissimo' and that should be it.
$carriers['custom'] = Mage::helper('sales')->__('Custom Value');
foreach ($carrierInstances as $code => $carrier) {
if ($carrier->isTrackingAvailable()) {
$carriers[$code] = $carrier->getConfigData('title');
}
}
return $carriers;
}