We've only seen one 'Rage' usage IIRC:
Thog when he and Elan escaped from prison.
Thog turned a darker shade of green and ripped out of his clothes... He didnt yell: "Rage!"
He did, however, say: "Why Thog angry again?" afterwards... implying that Rage is involuntary.. or that Thog is too dumb to realize when he's using a class feature...
I prefer the latter answer, but then Thog is smart enough to only have the two worthwhile levels of fighter XD
[edit]
I'm wrong...
Thog Specifically says: "Thog Rage" before getting greener and shirtless.
http://www.giantitp.com/comics/oots0387.html