Currently when downloading a file from the asset manager you are given a random name instead of the original file name or the assets name in the asset manager.
Solution: when downloading an asset through asset manager, make the filename either the original filename of the asset or the title of the asset.
Interestingly, document downloads already do this. Image downloads do not because they are not served as downloadable attachments. We can however change the URL of assets so that it ends with the name of the file and this can be ignored by the system when figuring out which asset to serve.
So this has been implemented using an HTTP header. Frustratingly, FireFox shows the correct title in the browser title bar when viewing the image but then fails to use it in the 'Save as...' dialog. Chrome does not show the title in the browser title bar, but does use it in the 'Save as..' dialog. Have not yet tested in IE.