Another couple options I've found for setting the app display name are on the following page:
Technical Q&A QA1544
Obtaining the localized application name in Cocoa
Technical Q&A QA1544: Obtaining the localized application name in Cocoa
The first two show how to retrieve localized app names. The third example shows how to grab just the process name (which I believe is the executable minus the .app extension).
The iPhone Development Blog lists the steps for creating an English localization file:
Changing Application Name | iPhone Development Blog
More on localized resources:
Bundle Programming Guide: Anatomy of a Modern Bundle
Of course, the easiest way to change the name is right in Xcode:
iPhone Development: Changing Application Name
