You need to use arcpy.ListFeatureClasses(), not ListDatasets().
This code is directly from the online help. Just replace "CopyFeatures" with "Rename". Please try to do a little bit of research before posting a question.
import arcpy
from arcpy import env
import os
# Set the workspace for the ListFeatureClass function
#
env.workspace = "c:/base"
# Use the ListFeatureClasses function to return a list of
# all shapefiles.
#
fcList = arcpy.ListFeatureClasses()
# Copy shapefiles to a file geodatabase
#
for fc in fcList:
arcpy.CopyFeatures_management(fc, "d:/base/output.gdb" + os.sep + fc.rstrip(".shp"))