Filenames Auto-renamed from Usenet?

I access the usenet via two different ways, a premium web-based service called Easynews and I use a newsreader to log onto their server as well.

I find that when I “right-click, save-as”, the file names, in windows xp tend to get screwed up. This makes my collections look really bad.

For instance, say the file name is “Thievery Corporation - 01 - Monde.mp3”

When I right-click, save-as to a folder, it changes the filename to something like this : “Thievery_-Corporation--01-_-Monde.mp3”

Does anyone know why it does this and how to prevent it?

Any help would be appreciated this has been bugging me for years!