open the page up and just below all the toolbar buttons there should be a text box that says Untitled Document - change that - it does exactly what that other guy said only no going into code view :-P
You may also want to plan ahead on this so you don't end up changing every title in 2 months when you learn more about SEO. Pick a title that reflects the page. mine used to be <title>www.example.com</title> 2 months later changed it to <title>blue widgets in the news - www.example.com</title> thanks to that change, i am now nubmer 1 and 2 on yahoo and msn for that keyword phrase.