To get the macro to run without manually asking it to run, you need to put it in the ThisWorkbook module and use the built-in names associated with particular events. I would use these ones
Code:
Private Sub Workbook_AfterSave(ByVal Success As Boolean)
ActiveWindow.Caption = ActiveWorkbook.FullName
End Sub
Private Sub Workbook_Open()
ActiveWindow.Caption = ActiveWorkbook.FullName
End Sub