You can add or remove project name from the My Task list,
1. Log into PWA with administrator permissions.
2. Click the My Tasks link in the Quick Launch menu.
3. On the My Tasks > Site Actions pick list and select the Edit Page item.
4. In the My Tasks web part, click the Edit pick list and select the Modify
Shared Web Part item.
5. In the My Tasks sidepan on the right, expend the Project Web
Access section.
6. In the Project Web Access section of the sidepane, select the Project Name
7. Click the OK button.
My Task view is view of user’s all tasks, it will show the all tasks under
the appropriate project. If you want to get tasks on the selection of
project, this is not available here. For that you have to create custom
application… (these are my observations
Regards,
virsharma