It doesn't say 'Prelude' on a whim: 'Prelude' is the name of the module that provides the 'built-ins' of Haskell. If you import other modules, they will appear in your prompt too:
Code:
Prelude> :m +Data.Binary
Prelude Data.Binary>
That said, if you really want to change it, the GHCi command is :set prompt "ghci> "; if you want this to apply to every new GHCi session, put it into a file named (I seem to recall you are using Windows) %APPDATA%\ghc\ghci.conf, where %APPDATA% is probably something like C:\Documents and Settings\magicyte\Application Data.
http://www.haskell.org/ghc/docs/late...dot-files.html
http://www.haskell.org/ghc/docs/late...html#id2582418
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