When I download music it automatically goes very quickly to iTunes before I can change the name of the download to just the song's name. How can I change the name so that it then changes in iTunes as well as the actual file without having to do it twice?
If you're willing to do it using an app, there are a few apps that do it.
1-One is freeware and called "Tagger",
Here is what Tagger allows you to do, in terms of renaming options:
2-another app is called "Tune Instructor", which works as an iTunes plug-in (freeware too).
3-another one is called "Metadatics". This one is shareware (9$).
4-If you're good at more complex solutions, then maybe looking into [Applescript]5 would be a good idea.
5-Doug's free iTunes scripts also have iTunes applescripts to help you rename your files.
I didn't try the 2 and 3, but they're probably all good solutions. 5 is usually a very good source of scripts. Try them and chose what you like best!