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function THEMENAME_preprocess_page(&$vars) {
  if (arg(0) == 'user' && arg(1) == 'login') {
    drupal_set_title(t('Login'));
  }
  
  if (arg(0) == 'user') {
    drupal_set_title(t('Login'));
  }
  
  if (arg(0) == 'user' && arg(1) == 'password') {
    drupal_set_title(t('Request password'));
  }  
    
  if (arg(0) == 'user' && arg(1) == 'register') {
    drupal_set_title(t('Create new account'));
  }
}