Oh and if you'd really like to change it later (for some reason), variable 37 is for the 1st character gender, 39 for the 2nd, 42 for the 3rd, 44 for the 4th. Just set it to 0 for male, 1 for female.
And then just go to the namingway dudes in town (There's one in the Inn in the first town) and change their names there.