I'm assuming you mean you have downloaded the extension Microsoft Visual Studio Installer Projects and are trying to use it. I'm a little confused as to what you mean by "it would not change". It sounds like the setup program itself was fine but perhaps the title shown in the UI is wrong.
If you use the Properties window on the Setup project you can change the ProductName which is what the welcome text uses by default. There is also the Title property. The executable name follows the project name. Not really sure what the Title property impacts at this point.
Can you clarify where the text is wrong?