Like FurMom and Amber said, you have to give it time. I'm sure when you were a baby, you didn't pick up on your name instantly. Just continue using his name a lot...the more he hears it, the more he'll get used to it. Plus, if you just got him 2 days ago, he's probably just beginning to settle in at his new home...which makes me think he hasn't been too concerned about what his name might be.