Added frame titles, made setup start new game, setup starts at start of game

Made Puerto Rico set up game on startup, made setup start new game, added a few window titles and, removed some useless this. callsAdded title "Game Setup"  to game setup, added title "Puerto Rico" to main frame, and removed this. calls when setting icon.  This was done for easy start up of game the titles were added to make the game nicer.  Also made sure all four possible non-human players were auto by default.