There is no way to specify the default file name that will appear in the SaveFileDialog box in Silverlight.
This is a known issue since Silverlight 3.0. Below was the Microsoft's response on the questions in the forums:
"We've not exposed the "DefaultFileName" property on SaveFileDialog due to time constraints."
Developers still in hope that this will be included in the final release of Silverlight 5.0.
Silverlight Tips · · · ·
:) This is too much....
"Time constraints???", that is the most familiar excuse every developer gives (including myself).
Now this has been added in Silverlight5.