The name in VS title bar is the name of the solution. In VB Express the Solution Explorer will only show you the project item, not top solution item, unless you have multiple projects in solution. To change it you have to rename the .sln solution file using Windows Explorer.
The name of application is 'Assembly name' where you found, this is the name of the compiled assembly, normally the .exe file.
In code the types (form classes etc) are logically grouped in namespaces, where 'Root namespace' is the top level namespace for the application types.
When you create a new project all these get the same name that you choose when saving project, ie Solution, Project, Assembly, and Namespace will get the same, in addition to Product Name in Assembly Information.