I use frames on my website.
I have put the name of our website in the proper area in my index.htm file.
I have also put the same name in the other pages that make up the site.
Yet it still shows untitled page in the browser tab.
The title that shows up on the browser or elsewhere is generally generated by the title tags within the FrameSet page. Very rarely is it generated by the frame content itself but depending on the browser and the page load methods it can be.
Best solution, as indicated by $urya, make sure that all pages related to the "index" of your site contain an appropriate title tag. Though, as I said above, it should only be required of the frameset page.
Also, as indicated by almostbob, it's much easier for people to find and point out the issues related to code if they can see the code. For future reference it's a good idea to include either code snippets (in this case the header segments of your index related pages) or attach files (if your code snippets would be excessively large, you can zip the related files and attach the zip file).