In an interview panel in Chicon7, George R. R. Martin explains the name change. At about the 55 minute mark in the podcast he starts talking about character changes between the books and the show, and ends up talking about the process of how Jeyne Westerling became Talisa Maegyr.
Briefly, the show writers wanted to flesh out the relationship between Robb and Jeyne, which in the books happened mostly off panel due to the POV writing style of the books. So after several rewrites Jeyne became a noblewoman from Volantis who is also a nurse. At that point George realized that she was now a completely different character and that "Jeyne" wasn't a Volantine name, so he advised that they change her name also. Thus we have Talisa Magyer.