I found this at the Gpg4win forum. It might
be worth looking at:

I'm new to the software but I've noticed in my first few tests using the
Outlook
plug-in that the recepient receives the encrypted attachments renamed with a
.gpg extension added, and by pressing the unencrypt button the "save as" option
renames the file to untitled-01.dat or something like that. This means that
the inexperienced user may make many mistakes, like omitting the extension
while
renaming, or keeping the default name without paying much attention, only to
later not being able to open the file. What would it take to fix this
apparently
minor issue?

Original URL of this post:
http://wald.intevation.org/forum/message.php?msg_id=917