The original file name is a thing that requires passing your string (initial name) through your own call, by calling your own file selection. This is a complicated thing, and you can look at these questions about its implementation:
http://javafx-jira.kenai.com/browse/RT-16111 (primary)
http://javafx-jira.kenai.com/browse/RT-24588
http://javafx-jira.kenai.com/browse/RT-24612
They all have a fixed version of lombard, so they are fixed in JDK 8.
So, you can specify the initial file name for the file starting with JDK 8 (you can access it by downloading early JDK access).
I recently tested this feature and it works.
There is a setInitialName () or smth method.
And, as I mentioned, this is a complicated thing, and you are unlikely to be able to implement it yourself (until you can build jfx).
So, the solution is to wait for the release of JDK8 or use early access builds. Or, to use your own file selection implementation.
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