Filenames are controlled by Apple, so you can't customize this. You may want to read the Shuffle documentation to see how play order can be controlled.

Hello,

I am using MM to transfer files onto my ipod shuffle. Is there any way to edit the play order on the shuffle device - it appears to play in order of the file name (which sorts via the 4 character filename derived from the artist field?).

Regards,

PiP