Sure, it's easy. You just need to edit the xmldirectoryinput.asp file in you ccmcip directory.
Of course, I recommend you create a seperate copy of the ccmcip directory for playing. You can point your Directory URL to that directory for testing. Or at least make a backup.
Look for this line:
<% = outputString( dictionary.lblFirstName, "dictionary.lblFirstName" )%>
Chnage the lblFirstName to lblLastName. That will change the prompt. Then on the next line:
Response.Write("f\r\n");
Change the f to l. This tells the program that the first variable will be the last name.
Then just make the opposite changes about 6 lines below that. If you have problems, give us a hollar.