Use a suggested exit method as described in the SDL_Quit man page. (fgOSExit() is still uncalled in both fg_os.cxx (glut) and fg_os_sdl.cxx, which makes these functions kind-of useless.) The other changes are fixes for gcc 3.3.4 warnings.
The caption should already be set when the window is opened. This is
important for some window managers. (KDE's kwin, for example, can store
special settings for certain windows, such as "no border" and "always
on top". KDE uses the window title to determine if a special rule is
to be applied. KDE will be made more tolerant, too.)