For all versions up to and including 2006, you could edit the names by doing the following:
Navigate to where you installed the ICC folder (Empire Interactive/Xplosiv/Whatever) in explorer and find the Data folder. There should be a bunch of .lst files, each of which corresponds to a list of names. Find the one named n_eng.lst and open in Notepad or similar program. You may have to choose Open With... first, in order to associate the file format with the program. When open, the file should list surnames used by the game. Simply edit over the top or add to end of file. To be safe, I would edit the number at the head of the file, which is the number of names in the list, as you add new ones. Hit save.
To reset the names back, replace with a backed up version of the original file (usually found on disk).
You can edit all the lst files. Bit more info
here.
I'm guessing they kept the format for newer versions of the game, which I have yet to play, but I'll bet this method still works.