If you ever need to change a file name that is referenced by an assembly or drawing you should never change the name in Windows Explorer. By going to Tools, SolidWorks Explorer you can bring up a window that allows you to browse for the part. After opening it in the SolidWorks Explorer right-click on the part, assembly, or drawing and choose the "SolidWorks Rename" from the pop up toolbar.
Type in new filename and keep "Update where used" checkbox marked. This will list where this file is referenced. Pressing the OK button at the bottom of the window will change the file name and reroute all the references to the new name.