Display running 'app' in terminal titlebar?

Hi.

I was, not too long ago, an OS X home user. One of the things I remember from using the Apple-installed Terminal is: whenever an executable that took more than a split second to do its thing was running, its name would appear in the title bar in a way similar to "Terminal: ssh" or "Terminal: vim" (oc without the quotes).

Is there a way to do the same, for instance in rxvt in Cygwin? If so, how would one have to edit .Xdefaults (or whichever other configuration file) to do so?

BZT