Close, but not quite. You have your choice of changing it in the resource file or in a skin file instantiating the web user control.

This web user control exposes a property named "HeaderText", so you can just set that as an attribute in the skin file that uses the tree view control.

<dnn:TREEVIEW id="dnnTreeView" runat="server"
    headerText="My Tree Control"
    bodyCssClass="Normal" 
    CssClass="TreeViewMenu"
    headerCssClass="TreeViewMenu_Header"
    headerTextCssClass="Head"
    level="root"
    nowrap="true"
    treeIndentWidth="5"/>

Alternatively, you can change the default value of the tree view control by editing the resource file. That's located here:

"<install folder>\admin\Skins\App_LocalResources\TreeViewMenu.ascx.resx"

The resource file just an XML file that holds strings. Their helpful for localizing your app. You should be able to located the element that related to your interest. If you want to affect the default value across the board, this is the place to do it, although you can still override the value in a particular skin by using the attribute technique.