Possibly the most useful tip I have ever had the privilage to use!
Just to clarify, becuase it took me an hour or so of trial and error even using this technique:
It's not just the exported filename as I thought you meant
The top-level/parent node you wish to export from ez v4.0.x needs to be renamed via the admin GUI in lowercase and without hyphens beforeperforming an export
Once the export is complete, hyphens in the filename itself that eZ puts in there for the version no. work A-OK.
As you may have read elsewhere, exporting the content as 'Main Node Only' is a red-herring. It made no difference to my export.
Scripts you might find helpful are:
ezpublish/ezpm.php to import large packages from the command-line
ezpublish/bin/php ezsubtreecopy.php - ideal when you wish to export some 'live' content, but need to rename it as lowercase and without hyphens before exporting - copy the subtree, rename it accordingly, then export.