This is a very confusing post on several levels:
#1- A "region" is an old term(from PT 10 and older) for an audio file or midi file. We now call them "clips".
#2-Usually, you don't create a clip, you record a clip, be it audio or midi.
#3-I'm guessing you are trying to name the clip(region)? Unlike smurfyou, I didn't know there was a shortcut(I just double-click on the clip). Having said that, are you naming your tracks BEFORE you record? This is a very good habit to learn. Naming the track will impart the track name onto the clips(with numbers once there are multiple clips or takes on any track).
If none of this is helping, come back with a clearer explanation of what you want to do
BTW, given the key command that smurfyou posted, it looks like the 3 modifier keys+R, so on Windows, it SHOULD be Ctrl+Windows+Alt+R. For me, since I have one hand on the mouse most of the time, the double-click feels faster, but not everyone works the same