I recently wrote an application to rename (and customize) arbitrary windows under WinXP. The result, a 30KB MFC application, morphed into WindowCustomizer, which also supports changing the transparency, icon, and TopMost status of any desktop window.
Currently, only the EXE is available, as I want to release source under the GPL, but I'm not sure if I can do that with MFC. In the meantime, get the EXE from the WindowCustomizer release page under the Software section.
Enjoy
