Not too sure whether it'd work for F-Secure, but you could try putting something like this in your .profile (or other appropriate shell initialisation file) on each host you log in to.

echo "^[]0;`whoami`@`hostname`^G"

Where ^[ is created using Ctrl-V then Esc
and ^G is created using Ctrl-V Ctrl -G

If it works or not depends on your terminal emulator and terminal capabilities.

Cheers
ZB