Never really got into them.

How do you do them?

Create a new unicode string list, adding your title to it.
Then save it and add to the scenario.
To add it to the scenario, open up guerilla with the scenario you wish to use and go down to cut scene titles, hit add and type the name of your cut scene, example: maptitle.

Tag it like this
Name: maptitle\yourchoice
Text bounds: T - 425 L - 0 B -444 R - 597.
String index: 0 (if its the first item on the list)
Justification: Right
Text color: A - 255 + your choice
Shadow color: Your choice
Fade in time: 1
Up time: 9999
Fade out time: 1

(script startup maptitle
(cinematic_set_title maptitle\yourchoice)
)

Tools:
http://hce.halomaps.org/index.cfm?fid=1049

Cheers