This might be caused by the new function introduced in one of the last beta
builds (assigning the file name from the text on the first line) - it only
aplies for new files without highlighter (other than txt).
It seems, that some characters not allowed in file names ( * ? \ " : ...) are
replaced with underscore, some others (TAB ??) can cause problems (if they
appears in the first line of a newly created text file).
I could find only this thread on the Czech forum dealing with this:
http://forum.pspad.com/read.php?1,42719
I am also not sure, if this behaviour can be swiched off somewhere.
However colon (:) on the first line works normally for me (it is replaced with _
in the Save dialog)
4.5.3 (2291) Win XPh Czech

I only encountered problems with nonprinting characters up to hex 0x1f - which
block the save dialog; but probably only the TAB (hex 0x9) is more commonly
used.

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