Looking at the script, the only difference is the progress meter and if it shows your mp3 announcement change from the main settings.
So that you know, the "filename" that you say you're seeing is not a filename. What you are seeing is the mp3's information. What can happen is that the mp3 has the wrong "title" information. When someone makes an mp3 and they don't know what they are doing when making it, they often end up putting all the information on the title section, rather than breaking it down into the different sections - title, artist, album, etc. You can go in and fix this information in the mp3 and it should display fine afterwards.
In WinXP, you can right click on the mp3 and choose properties. If you just want to change the title, you can do it from the Summary tab. If you'd like to fill in all the rest of the information, you can click the advanced button on the Summary tab.