The dictionary definition of Christening is to give a Christian name at Baptism. So, technically, I suppose, the two words could generally be used interchangeably.
In my experience, however, Protestants I've known who are members of sects that do not baptize infants have had "Christening ceremonies" for their babies at their churches. Though invited to a few, I've never attended so I don't know what they do there nor could anyone really explain the purpose of the ceremony any more than to tell me that they were "welcoming the new baby into their congregation" (something that I have heard Novus Ordo priests say was the purpose of baptism). For this reason, I have always shied away from "Christening" as it just sounds Protestant to me. That's merely a personal preferences on my part, though.