I know there are a million and one wolf naming threads out there. I think mine might be different though.
First, you need to make the name tags.
Then, you right click on one of your dogs (tamed wolves), and then a screen comes up, similar to to sign writing screen, but with 1 line of text. You can have the name up to 15 characters, and it can have spaces, and every other character
A 4 pixel Yellow-gold square will come up on the wolf under it's collar when you do it, and a name will come up like when you press F3 or in multiplayer.