Because SetTitle is such a simple program, I am also posting the source code.  The program is written in C++ and is literally less than 20 lines long.  If you want to compile the program yourself, you will need both the C++ file and the DEF file which tells Windows which functions to export.

(You do not need this source code to use SetTitle or to understand how it works.)

---------------------------------------------settitle.cpp---------------------------------------------
#include <windows.h>

extern "C" int APIENTRY DllMain( HINSTANCE, DWORD, LPVOID )
{
   return 1;   // ok
}

extern "C" int WINAPI SetTitle( LPSTR pszCaption )
{
   HWND hWnd = GetForegroundWindow();
   if( IsWindow( hWnd ) && pszCaption != NULL )
   {
       SetWindowText( hWnd, pszCaption );
   }
   return 0;
}
---------------------------------------------settitle.def---------------------------------------------
LIBRARY SetTitle
DESCRIPTION 'Change active window title'

SECTIONS

EXPORTS
   SetTitle    @1
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