The Opera web browser provides you with several choices as to what you want the useragent to identify itself as including (depending on the Opera version):
To change the useragent for Internet Explorer you need to edit the appropriate entry in the registry. Most people using IE have it still reporting their browser as IE and many people not using IE also have it set to report their browser as IE as there are many antique scripts still in use that assume that IE is way in advance of the other browsers (as it was 10 years ago) instead of way behind as it is now.
Most computer magazines that I have seen that provide cover CDs with browser software on them have edited the useragent to include their own branding. Mostly they haven't deleted the MSIE reference although there is nothing to stop them from doing so if they wanted to. I think that they just use a program that performs the appropriate updates to the install file for them so that when the browser is installed it writes what they want into the registry where the useragent value is stored.