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change the panel name in xyplot

Hi,

I try to change the panel name in a xyplot without success.

Look this example from xyplot manual:

xyplot(Murder ~ Population | state.region,data=states)

The panel title are: 
Northeast, South, North Central, West, that are factor from state.region.

I need do change some names and, for example, put some of these in italic. I 
dont find how change this. 

I looking for this in Deepayan Sakar lattice book, but I dont find the way.

Any help?

Thanks
Ronaldo