You need to change one line in the rc.sysint file in the /etc/directory. I think it is line 30. It says "HOSTNAME=localhost" or may be localdomain change to "HOSTNAME=yourname". When you reboot it will set that first thing.
I'm in gentoo at the moment, if the file don't look right post back and I'll double check to make sure.
I can't check at the moment, I'm compiling stuff.
Hope that helps.