* Songs Not Renamed

This means you are missing some meta data probably in the artist or album columns. The default name conforming template uses name, artist and album (and optionally track number) in the file name, so all three will be required to rename the file on disk. You have the option of changing the template in the prefs (not recommended) or filling in the missing data on the songs as best you can. If you do then you can take advantage of Perfect Metadata.

An other possibility is that the files are locked, the folder is locked, or the volume is locked, OR you're trying to use an NTFS volume.

The last possibility is that your ID3 tags are bad. You will be warned about this if so (once per session).