This could also be done simply using the INFORMATION_SCHEMA.TABLE_CONSTRAINTS view.

SELECT 'EXEC sp_rename ''[' + c.CONSTRAINT_SCHEMA + '].[' + c.CONSTRAINT_NAME + ']'', ' +

'''PK_' + c.TABLE_NAME + ''', ''OBJECT'' '

FROM INFORMATION_SCHEMA.TABLE_CONSTRAINTS c

WHERE c.CONSTRAINT_TYPE = 'PRIMARY KEY'

AND c.TABLE_NAME IS NOT NULL

ORDER BY c.TABLE_NAME