Messianic Jews who insist they are not "Christians"

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This is a story from "Channel 2" in Israel about Messianic Jews.

One of the families say they follow Yeshua (Jesus) but don't like to call themselves Christians. I don't know if there would be a difference between the two. In the Church we have for example the sinner's prayer and the steps to salvation, that might appear structured to "outsiders". Is it the same with followers of Yeshua who say they aren't boxed in by a label of being Christians?

[GOOGLE VIDEO]http://video.google.com/videoplay?docid=-6244392868781886952[/GOOGLE VIDEO]

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In case the Google video doesen't work, here is the link:
http://video.google.com/videoplay?docid=-6244392868781886952

[RefinedbyFire]

That is a good question. Do (Should) they have to use term? Didn't that term "Christians" come about in Acts?

[The Learner]

What is more important what a faither in Jesus calls himself, or the object of his faith?