The package mdframed stores the frame title in the command \mdf@frametitle. To bring this title to the header I used the internal command \@mkboth. This command is used inside the definitions of headings. Based on the token @ you have to use makeatletter/makeatother.
\documentclass{scrartcl}
\usepackage{mdframed}
\usepackage{lipsum}
\makeatletter
\mdfdefinestyle{example}{settings={\@mkboth{\mdf@frametitle}{\mdf@frametitle}}}
\makeatother
\pagestyle{headings}
\begin{document}
\begin{mdframed}[style=example,frametitle=Some Title 1]
\lipsum
\end{mdframed}
\begin{mdframed}[style=example,frametitle=Some Title 2]
\lipsum[1]
\end{mdframed}
\begin{mdframed}[style=example,frametitle=Some Title 3]
\lipsum[1]
\end{mdframed}
\begin{mdframed}[style=example,frametitle=Some Title 4]
\lipsum[1]
\end{mdframed}
\end{document}

fancyhdr? – cmhughes Apr 19 '12 at 17:07