It was changed from "Joe" to "Jack" in the movie because the Reader's Digest series was, in fact, real, and the producers of the movie couldn't get the rights to use the original names. I think Jack sounds much better anyway.
The original movie script refers to the character as Jack, which is why he is so referenced on the commentary tracks. Presumably, this was done to avoid potential confusion, and also because "Jack" is shorter and easier to say than "The Narrator". Calling him Rupert or Cornelious or Travis is just silly, since in the movie he says outright that he never gives his real name at support groups.
Thinking about it some more, there seems to be a reason for the character's namelessness, beyond the desire to let the audience relate to him more. Until he becomes Tyler Durden, he really is nobody. Certainly nobody whose name you'd remember. In a lot of ways, that's the point of the movie.