*This answer relates to springframework 2.5.6, it might have changed in later versions. *
use the pattern /WEB-INF/[servlet-name]-servlet.xml or specify it in the web.xml like this:
<servlet>
<servlet-name>handler</servlet-name>
<servlet-class>org.springframework.web.servlet.DispatcherServlet</servlet-class>
<init-param>
<!-- override default name {servlet-name}-servlet.xml -->
<param-name>contextConfigLocation</param-name>
<param-value>/WEB-INF/spring-myconfig.xml</param-value>
</init-param>
<load-on-startup>2</load-on-startup>
</servlet>
If you do not set the contextConfigLocation it defaults to handler-servlet.xml (at least in this example).
application wide stuff belongs into /WEB-INF/applicationContext.xml.
But you also can change the default and even add multiple files:
<listener>
<listener-class>org.springframework.web.context.ContextLoaderListener</listener-class>
</listener>
<context-param>
<param-name>contextConfigLocation</param-name>
<param-value>
WEB-INF/spring-dao-hibernate.xml,
WEB-INF/spring-services.xml,
WEB-INF/spring-security.xml
</param-value>
</context-param>
you can find a more specific answer on the spring website, the documentation is quite good.