@minigunman123: If I remember correctly, DC grabbed the rights to Captain Marvel after Marvel already made their Captain Marvel. I'm sure you can just wiki the character and it may get more into detail about why DC can no longer call the character Captain Marvel on covers, toys and other things.
@minigunman123: I believe they changed the character's name because people who have not read a comic with Captain Marvel in it believes his name is Shazam. DC caters to these people because they aren't allowed to use the name Captain Marvel thanks to Marvel owning rights to the name, so they decided to just name him Shazam. I always liked calling the character CM.