I've got a script that forces a download to a user programatically. In IE (at least 6, the only version I've seen screenshots from), the download window appears to take the last part of the URL and use that in the title bar of the download window. In my case, the last part of the URL is "nohead", which comes from a specific function in the framework that this project uses, and which suppresses the use of any particular template - basically meaning "no headers" will be sent, either by the server or via HTML. So I can't change that.
I'm OK telling the client that this is just what IE does because, well IE sucks at EVERYTHING, but it got me wondering if there is some special header that IE will recognize and use for the title of the window. Clearly it's not the filename attribute of the Content-Disposition header.