I'm not sure about movies, but with music, iTunes creates the name from the tags. I don't let iTunes manage my files, but if I recall correctly, it creates a folder named with the Artist or Album name, then names each track with the track number followed by the song name. I assume it uses a similar method in naming movies.
You may be able to go to the iTunes-created file and manually rename the file. I prefer to manage my own file/folder structure, as it has taken many years to develop my library and I don't want iTunes screwing it up.