I'll be very much appreciated if some body can tell me how to change the URL name from one to another:
for example:
from:
http://www.mywebsite/photogallery
change to:
http://www.mywebsite/gallery
Thank you.
Rename the directory using your FTP client, then update the URL in Coppermine config.
Create folder "gallery", copy into it all content of "photogallery" folder and you should be ok.
if http://www.mywebsite/gallery works, delete "photogallery" folder.
P.S. I'll guess you'll do backup before any changes :)
Why don't you do as Nibbler suggested: instead of copying stuff around, just rename the folder - much less effort.