Hi Steffen,
you can specify the attachment filename in Content_Disposition field if you are using 'Mail Package' option in receiver channel.
create multimapping
map ORDERS05_TO_ORDERS96A
map ORDERS96A_To_Mail
set Content_Disposition as attachment;filename=xxxx where xxxx is your filename derived in the mapping.
set the content_type
map the content from ORDERS96A to content
use mail package option in your receiver channel