Some like this:

Sub MultiName()

Dim r As Long
For r = 1001 To 2000
Cells(r, 1).Name = "S_" & r & "_01"
Cells(r, 2).Name = "S_" & r & "_02"
Cells(r, 3).Name = "S_" & r & "_03"
Cells(r, 4).Name = "S_" & r & "_04"
Next

End Sub