Hi Thomas,
The server does not specify the name to the browser. The browser "asks" for a name, and ultimately this is the name it uses, since it thinks it's getting what it asked for. As far as I know there's no way to tell the browser "hey, you asked for page xyz, but I'm sending you abc.exe instead."
That said, I don't know for sure that it's impossible. Maybe there's something in the header which one could use to override the name. I'll do some research with google...
Cheers
Bruce