By default, when you start Internet Explorer, you will see the title of the page

you are viewing, followed by "- Microsoft Internet Explorer." If you have a custom
version of IE, there may be other wording there, such as "Provided by America
Online." You can change the title to any text you prefer, however, using the
following Registry value:

Hive: HKEY_CURRENT_USER
Key: Software\Microsoft\Internet Explorer\Main
Name: Window Title
Data Type: REG_SZ
Value: Text

Whatever text you enter in for the value will appear in the title of the IE Window.
Note: I have only checked this in IE 5.x and 6.x.