Umesh

You can set the default name of the form when saving a couple ways depending
on your needs.

(1) Submitting using a datasource
   (a) to Sharepoint form library - you can set the file name
   (b) email - you can set the attachment name

(2) Tools>Form Options
     Select the Open and Save Tab, check the Save using custom code
checkbox and then edit the code (see below for example)
(3) Tools>Submitting Forms
    Select the Enable submit commands and buttons, select custom code and
then edit code (see below for example)

Via code.  This example is using C# and is triggered by the OnAfterChange
event of a control:
if (e.NewValue != null && e.NewValue.ToString() != "")
{
    thisXDocument.UI.SetSaveAsDialogFileName(e.NewValue.ToString());
}