Damn you Joen, I wanted to make the wheel/rim joke again.
(for clarity, the rim is only the small 'edge' of the wheel that stops the tyre from falling off, basically). The whole part is called a wheel, with sections of the wheel, such as spokes, rims, centre etc. Calling a wheel a rim is like calling a fork a prong or a car a windscreen.
As changing the wheels usually just mucks up the suspension, it's not really a priority. If you just want to change the looks then racing isn't for you really.