When i finish building my program into an app and install it, the app name (appear below its icon) is call "Main".
How do I change the "Main" into something more meaning full like "My App"?
At the root in your src folder, there is a corresponding xml file named after your application ending with "-app.xml" that defines meta information of your application. Update the name property (and be sure to check filename and id as well).
<application xmlns="http://ns.adobe.com/air/application/2.6">
<!-- Adobe AIR Application Descriptor File Template. -->
<!-- A universally unique application identifier. -->
<id>com.myDomain.myName</id>
<!-- Used as the filename for the application. Required. -->
<filename>myFilename</filename>
<!-- The name that is displayed in the AIR application installer.
May have multiple values for each language. See samples or xsd schema file. Optional. -->
<name>myName</name>