You should have both BlogEngine.Core and BlogEngine.Web on your machine, right? If don't, download and install to ensure they appear on your machine.
Then follow the instructions below:(from Ajay Matharu)
You'll find this code in Blogengine.Core - Web - Controls - BlogBasePage.cs line 115
protected override void OnPreRenderComplete(EventArgs e)
Page.Title = (BlogSettings.Instance.Name + " | " + Page.Title);
Just change " | " to " - ".
Please let me know if you need any more assistance :)