If you don't mind me asking, is changing the WP prefix really something that should be done?
Generally speaking? It wont ever hurt, and it can/might help. There's only one real reason for doing it, and it's to help ward off scripted attacks that assume the prefix is wp_ It's set by the way, inside your wp-config.php, and can be changed before any fresh install.
Theoretically though, if a large enough hole exists, and a malicious person is determined and smart enough, they could potentially use SQL to gleem your tables names (asuming they get that far). Furthermore, while it happens less and less, there are still occassional hiccups where MySQL errors show up on pages -- which of course, negates the whole purpose of the plugin.
Where this does really come in handy is scripted attacks though. 10 times out 10, if the WP database is defined in an exploit script, they use the standard wp_