First look at Console.Title - this property is readable and writable, and you can guess that calling the property setter will call SetConsoleTitle for you.  This is safe to do from transparent code, or for older users, it requires UI permission (see the SafeTopLevelWindows bit).

If for some reason the BCL's property on the Console class doesn't work for you, then here's the P/Invoke prototype you should use.  (This is what I used when implementing Console.SetTitle)

[DllImport("kernel32.dll", CharSet=CharSet.Auto, SetLastError=true, BestFitMapping=true)]
[ResourceExposure(ResourceScope.Process)]
internal static extern bool SetConsoleTitle(String title);

Here is a working example of how to call it, abridged from the BCL source for .NET FX 4.0:

// MSDN says console titles can be up to 64 KB in length (bytes, not Unicode characters)
// But I get an exception if I use buffer lengths longer than ~24500 Unicode characters.
private const int MaxConsoleTitleLength = 24500;

public static String Title {
    [System.Security.SecuritySafeCritical]
    [ResourceExposure(ResourceScope.None)]
    [ResourceConsumption(ResourceScope.Process, ResourceScope.Process)]
    set {
        if (value == null)
            throw new ArgumentNullException("value");
        if (value.Length > MaxConsoleTitleLength)
            throw new ArgumentOutOfRangeException("value", "Console title is too long for some OS's");
        Contract.EndContractBlock();

        new UIPermission(UIPermissionWindow.SafeTopLevelWindows).Demand();

        if (!NativeMethods.SetConsoleTitle(value))
            __Error.WinIOError();  // Call Marshal.GetLastWin32Error() then switch on that error code to create a proper exception.
     }
}

Brian Grunkemeyer
.NET CoreFX team
(And yes, I wrote the Console class)

public class Win32Api
{
        [DllImportAttribute("kernel32.dll", CharSet = CharSet.Auto, SetLastError = true)]
        public static extern bool SetConsoleTitle(IntPtr lpConsoleTitle);

        /// <summary>
        /// Функция устанавливает заголовок окна консоли
        /// путём вызова Win32API-функции SetConsoleTitle, реализованной в kernel32.dll.
        /// </summary>
        /// <param name="sTitle">Заголовок для окна консоли</param>
        /// <returns>true - в случае удачи, false - в случае неудачи.</returns>
        unsafe public static bool SetConsoleTitle(string sTitle)
        {
            // Преобразуем строку в массив типа char:
            char[] charArray = sTitle.ToCharArray();

            // Получаем указатель на первый элемент массива, 
            // который передаём в Win32API-функцию SetConsoleTitle:
            fixed(char *lpConsoleTitle = &charArray[0])
            {
                try
                {
                    return SetConsoleTitle((IntPtr)lpConsoleTitle);
                }
                catch (Exception ex)
                {
                    Console.WriteLine(ex.Message);
                    return false;
                }
            }
        }
    }

//////////

class Program
{
 static void Main(string[] args)
        {
            // Изменяем заголовок консоли при помощи Win32API-функции из kernel32.dll:
            Console.WriteLine("\n\n\tУстановка заголовка консоли при помощи Win32API-функции,\n\t\t\tопределённой в kernel32.dll.\n\n");
            if (Win32Api.SetConsoleTitle("Hello kernel32.dll !"))
            {
                Console.WriteLine("Заголовок консоли удачно изменён by Evgen N.\n\n\n");
            }
        }
}

[DllImport("kernel32.dll", CharSet=CharSet.Auto, SetLastError=true)]
internal static extern bool SetConsoleTitle(string title);

could any one help me with anexample?

thanks

_________________________

public class Win32Api
    {
        [DllImportAttribute("kernel32.dll", CharSet = CharSet.Auto, SetLastError = true)]
        public static extern bool SetConsoleTitle(IntPtr lpConsoleTitle);

        /// <summary>
        /// Функция устанавливает заголовок окна 
        /// путём вызова Win32API-функции SetConsoleTitle, реализованной в kernel32.dll.
        /// </summary>
        /// <param name="sTitle">Заголовок окна</param>
        /// <returns>true - в случае удачи, false - в случае неудачи.</returns>
        unsafe public static bool SetConsoleTitle(string sTitle)
        {
            // Преобразуем строку в массив типа char:
            char[] charArray = sTitle.ToCharArray();

            // Получаем указатель на первый элемент массива, 
            // который передаём в Win32API-функцию SetConsoleTitle:
            fixed(char *lpConsoleTitle = &charArray[0])
            {
                try
                {
                    return SetConsoleTitle((IntPtr)lpConsoleTitle);
                }
                catch (Exception ex)
                {
                    Console.WriteLine(ex.Message);
                    return false;
                }
            }
        }
    } 

<DllImport("kernel32.dll", CharSet:=CharSet.Auto, SetLastError:=True)> _
Public Shared Function SetConsoleTitle(ByVal title As String) As Boolean
End Function