As fourm member says, you don't appear to have set the title tag. "Untitled Doucment" is the MX2004 default for this attribute.
Dead easy to fix....open up the page in MX2004 and on the second toolbar (assuming that you've got the "Common" toolbar open), you'll see the Code, Split and Design buttons. Just to the right of the Design button, you'll see the label "Title" and a box which (probably) contains the text "Untitled Document". Change this text to whatever title you want, cursor out the field and the new title will be automatically applied. Using the Split or Code buttons will enable you to confirm that the <title> tag has been updated with your new title.
However, if you've done all this and your title still isn't showing, I'd guess it's something to do with your use of frames. In that case, can't help, I'm afraid....really don't like the things and don't use them.
Give Cornwall my best. My wife is a Perranporth girl but she made the mistake of meeting me and eventually moved 'up country' :-)