If you mean a Setup project like for winforms, it's the ProductName property. In Studio, I just click on the project name in the Explorer and I get the property window typical to other projects, and it's right there. Other properties include the AddRemoveProgramsIcon, InstallAllUsers, and RemovePreviousVersions.
If you haven't found the answer to this yet, here is the answer.
Visual Studio has 2 sets of properties for Projects - 1 which you can accesss by selecting the Project in Solution Explorer and then right clicking and selecting 'Properties'.
2nd set of properties is in the 'Properies' window which shows up below the Solution explorer. This is the same property window which is displayed for any of the Form property settings or any other control settings.
The 'Product Name' and other project properties for 'Setup' project can be found in the second property window.
Hope this helps.
AC
The easy way to get to the properties you are interested in is to use the F4 shortcut when the project is highlighted. As stated in previous posts this is a very different list to the one you get by right click and selecting properties.