The titles (in 4.2 atleast) are captured in the template files. For example:
Quote:
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{include file="customer/menu_dialog.tpl" title=$lng.lbl_authentication content=$smarty.capture.menu additional_class="menu-auth"}
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The bolded text is the sidebox titles. That points to a language definition which can be found in the admin area.
Each sidebox has its own .tpl file. These are located in /skin1/customer/
The sidebar calls each template in /skin1/customer/home.tpl