I would like to know this for all programs, but let's start with World of Warcraft.
When you open it, down in your task bar it has it in there with the "WoW" Icon followed by the words, "World of Warcraft"..
Similar to when you have an internet page open, like this one, it has an "E" Icon and it says, for this site, "Computer Forums - P..."
Somewhere in the WoW program files it has to be... but I have no idea. Anyone have a clue?