For Windows XP,
1. Start -> Run -> gpedit.msc
2. Choose User Configuration, Windows Settings, Internet Explorer Maintainance, Browser User Interface, and doubleclick Browser Title.
3. Activate Customize Title Bars, and type something in there. Doesn't matter what. Let's type: Teddamn. Click Okay.
4. Open Reg editor. (start, run, regedit)
5. goto HKEY_CURRENT_USER\Software\Microsoft\Internet Explorer\Main.
6. Look for the key: Window Title. There you'll find the value: Microsoft Internet Explorer provided by Teddamn.
7. Change this key to anythig you like and exit regedit.
8. Open IE and look at the titlebar
Note: If you don't do steps 1 to 3, you won't find the Window Title key.