Another option would be to simply copy & drop the column:
df = pd.DataFrame(d)
df['new_name'] = df['two']
df = df.drop('two', axis=1)
df.head()
After that you get the result:
one three new_name
0 1 a 9
1 2 b 8
2 3 c 7
3 4 d 6
4 5 e 5