How do I remove the site name from the page title on a particular page? I have unchecked the sitename in admin/build/themes/settings but all of the titles of pages are still showing the site name.

I am not sure why this happens. Is there any other way to remove it?

I have installed the Page Title module, and in admin/settings/page-title I have the page title set as [page-title] for that particular page, not as [page-title] | [site-name].
Try the Page Title module. Here is a quote about it (from the module's project page):

The word &quot;title&quot; is a bit overloaded. Every piece of content in Drupal has a title, and so does every page. The page title is the one found in the HTML head inside the  tag. It is also used on SERPs (Search Engine Result Pages) and can greatly enhance your websites SEO (Search Engine Optimization).
This module gives you granular control over the page title. You can specify patterns for how the title should be structured and, on content creation pages, specify the page title separately to the content's title.