change name of appendices

Use \appendixpage to get a heading in the style of a \part; to change the name appearing in this heading you need to redefine \appendixpagename; to change the name used for the appendices, you need to redefine \appendixname. Here's a little example (I assumed that you are using babel with the spanish option):

\documentclass{book}
\usepackage[spanish]{babel}
\usepackage{appendix}

\addto\captionsspanish{%
  \renewcommand\appendixname{Anexo}
  \renewcommand\appendixpagename{Anexos}
}

\begin{document}

\appendixpage
\begin{appendices}
\chapter{Anexo Uno}
\chapter{Anexo Dos}
\end{appendices}

\end{document}

You could also use the Babel package by Johannes Braams. You just have to include it specifying the language your want to display in your document: spanish, russian, etc.

\include[spanish]{babel}

There's detailed information about it at CTAN and some more practical examples at Wikipedia.

I thought it was a good idea to point this out since it's a more practical way than having to redefine names all the time.