Index: wp-admin/includes/export.php
===================================================================
--- wp-admin/includes/export.php	(revision 15743)
+++ wp-admin/includes/export.php	(working copy)
@@ -37,9 +37,11 @@
 	do_action('export_wp');
 
 	if( strlen( $start_date ) > 4 && strlen( $end_date ) > 4 )
-		$filename = 'wordpress.' . $start_date . '.' . $end_date . '.xml';
+		$filename = '.wordpress.' . $start_date . '.' . $end_date . '.xml';
 	else
-		$filename = 'wordpress.' . date( 'Y-m-d' ) . '.xml';
+		$filename = '.wordpress.' . date( 'Y-m-d' ) . '.xml';
+		
+	$filename = str_replace( ' ', '-', get_bloginfo( 'name' ) ) . $filename;
 
 	header( 'Content-Description: File Transfer' );
 	header( 'Content-Disposition: attachment; filename=' . $filename );