I actually prefer to use meta refresh - it works for search engines and it provides better informatyion about the changes to your visitors.
For each page you've renamed, substitute a small re-direct page with the same file-name:
Put this in the <HEAD>... </HEAD> section:
<META HTTP-EQUIV="REFRESH" CONTENT="10;
URL=http://www.yoursite.com/newpage.htm">
and change the <body>...</body> part to this:
http://www.yoursite.com/oldpage.htm has moved!
Remember to update your bookmarks to:
<a href="http://www.yoursite.com/newpage.htm">
http://www.yoursite.com/newpage.htm</a>.
<BR.
If your browser supports "Client Pull", you will be automatically taken to the new site in 10 seconds.
Otherwise, please click on the link below:
<a href="http://www.yoursite.com/newpage.htm">
http://www.yoursite.com/newpage.htm</a>