Start->Run->type "mmc".
Choose menu Console->Add/remove snap-ins.
Click Add button.
Find "Group Policy" on the displayed list, double-click it, click "Finish"
(unless you are on a domain). "Close" the "Add standalone Snap-in", then
"OK" on "Add/remove snap-ins" window.
Under "Local Computer policy" you have a tree. Go to "Local Computer
Policy"-"User Configuration"-"Windows Settings"-"Internet Explorer
Maintenance"-"Browser User Interface". On the right side, you will find a
setting "Browser Title" Double click it, check "Customize title bars" and
read the description.
A easier way is to use X-teq, a tweaking application, freeware and
community-developed.