When a baby is born the parents make a Blessing over their good fortune.
The ceremony differs depending if the baby is a girl or a boy.
The naming of a boy is incorporated into the Brit Milah ceremony (Circumcision). Someone, normally the Rabbi or the Mohel (Ritual Circumcisor), makes a special prayer and the name is announced. The name is given as the child's name(s) "the son of" the father's name(s). There is no problem with giving one or more middle names. No last name is mentioned in the announcement.
The naming ceremony is different for a girl. A family representative, normally the father, is called up to the Torah. This is called an "Aliyah, and occurs on Shabbat, Monday or Thursday - it makes no difference. After the Aliyah, a special Prayer is recited and the new name of the baby girl is announced. This is the baby naming ceremony for a girl.
In addition, for a boy prior to the Circumcision and naming ceremony there is a special gathering in the home of the baby on the Friday night after the birth called a Shalom Zachor. One of the reasons for this is that very few people actually had time to go to the Circumcision on the eighth day after the birth and Friday Night was the only time they were able to go around to visit the family (and baby) before the Circumcision.
By the way, according to Kabbalistic literature the name that a person recieves has great significance.
I wish you a "Mazal Tov" if that is appropriate.
