It is in the header.php of your template you will find this code:
Code:
<title><?php bloginfo('name'); ?> <?php if ( is_single() ) { ?> » Blog Archive <?php } ?> <?php wp_title(); ?></title>
The first part bloginfo('name') shows the title of your site as defined. The second part (is_single) checks to see if this is a single post, if it is, it puts up the words Blog Archive followed by the title of the post.
That is where it comes from... you can re-arrange or remove the parts as needed, but remember, the same code is run on the main pages and other pages as well, so you have to be a little inventive, and check out what you doing and how it affects other pages.
Alex