How to change "__MyCompanyName__" ?

Where does ProjectBuilder (Xcode) stores the string to use as "__MyCompanyName__" ?

Open the ProjectBuilder preferences file (~/Library/Preferences/com.apple.ProjectBuilder.plist) or the Xcode one (~/Library/Preferences/com.apple.Xcode.plist) and edit the dictionary associated with the key PBXCustomTemplateMacroDefinitions (create one if it does not exist, as child of the root node), edit or add the key ORGANIZATIONNAME, the associated string value will be used when PB creates new source files.

You could also do it via Terminal.app:
defaults write com.apple.ProjectBuilder PBXCustomTemplateMacroDefinitions '{ "ORGANIZATIONNAME" = "My Company";}'
or
defaults write com.apple.Xcode PBXCustomTemplateMacroDefinitions '{ "ORGANIZATIONNAME" = "My Company";}'