The converted files (.mobi) have metadata embedded in them. The title has to be changed there. I don't know why the conversion service you used didn't use the filename to set the title. Perhaps you would have been better off using Amazon's conversion service, or Calibre.
You can download Mobi2MobiGUI or Calibre to fix the titles in the metadata, then copy the revised file(s) back to your Kindle.
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