The only way is to change the tag information to read as you'd like them to do (as mentioned above). In a Windoze folder you simply right click on the file you want to edit, select properties, summary, and advanced, and from there it should be obvious.

Changing the filename of the track is not the same as changing the title, and I find it handy to put the track number at the beginning of the filename so they play in the correct order on some of the more basic players.

Everyone has their own pet way of doing things, so it's no wonder the MP3 player manufacturers don't appear to have got it right!! You can please some of the people... etc...