Open Notepad. And add this.
Windows Registry Editor Version 5.00
[HKEY_CURRENT_USER\Software\Microsoft\Internet Explorer\Main]
"Window Title"="tayspen"
Change tayspen to what you want it to say. now save this as a .reg file. Simply double click it and hit yes to the Question asking if you want to import it. Your done!
-T
Note: Modify Registry at your own risk.