There can be no real right or wrong here.
This is something that is purely subjective and relates completely to the community you are working in. If FxCop and StyleCop and the .net code that you regularly encounter is using fileName, then use fileName. If it is using something else, then use whatever that is.
Your first priority should probably be to be consistent to the pattern in your own code and then consistent with your community.
In this particular case, .net Reflector shows a lot of .net code using fileName so I would go with that pattern personally.
If you were in the java world and running PMD and checkstyle and their apis made frequent use of filename, then I would go with that.
In addition to the wikipedia naming article, there is also The Practice of Programming by Kernighan and Pike. The first chapter in it touches on a lot of naming and code consistency issues.