Changing the exe name

I know that I can use the properties option in VS2005 to change the name of the .exe from Torque.exe to (whatever name).exe or simply rename it manually, however when I run the program it still says Torque Game Eninge in the window header. For example, in this post the window header is

Forum Thread :. Changing the exe name :. Garage Games - Internet Explorer

Is this is the source code or script files?