How to Change page Title of Magento Module?

you can do it via layout files:

<reference name="head">
    <action method="setTitle" translate="title"><title>Your Title</title></action>
</reference>

or via code by accessing head block element and calling setTitle('your title') method on it

$this->getLayout()->getBlock('head')->setTitle('your title'); 

grep for more references:

grep '>setTitle(' app/code/ -rsn