Looking at the MVC 2 source code I dont think it's possible to change the cookie name. The AntiForgeryData class starts:
private const string AntiForgeryTokenFieldName = "__RequestVerificationToken";
and to get the cookie name it just calls:
string cookieName = AntiForgeryData.GetAntiForgeryTokenName(ViewContext.HttpContext.Request.ApplicationPath);
in the HtmlHelper class. It takes the application path and converts it to base 64 and appends it onto the end of __RequestVerificationToken which is what you see when you view the source.
If you really need to change the name I'd recommend downloading the MVC 2 source code from codeplex and look at creating your own html helper and anti forgery token using the source code as a reference. But in doing this you could always introduce your own bugs...