Generate script to automate renaming of default constraints
Ok, couple of things. 


always use EXEC when executing stored procedures; the shorthand without EXEC only works when it is the first statement in the batch (and that will not be the case here). 
always use semi-colon terminators - in this case they are useful in lieu of pretty carriage returns and indentation, but they are always wise to have. 
always use QUOTENAME() instead of manually applying square brackets yourself. In this case you're probably safe, but there are cases where the manual approach will break.
you can test the PRINT output but it won't necessarily be complete if your total command is > 8k (see this tip for some alternative approaches).

DECLARE @sql nvarchar(max) = N'';

SELECT @sql += N'EXEC sys.sp_rename N''' 
    + QUOTENAME(s.name) + '.' + QUOTENAME(d.name) 
    + ''', N''DF_' + t.name + '_' + c.name + ''', ''OBJECT'';'
  FROM sys.tables AS t
  INNER JOIN sys.default_constraints AS d
     ON d.parent_object_id = t.object_id
  INNER JOIN sys.columns AS c
     ON c.object_id = t.object_id
    AND c.column_id = d.parent_column_id
  INNER JOIN sys.schemas AS s
     ON t.schema_id = s.schema_id
  WHERE d.NAME LIKE N'DF[_][_]%';

PRINT @sql;
-- EXEC sys.sp_executesql @sql;