I'm not sure how you create your emails, you should be using AddVisual method:
MailBuilder builder = new MailBuilder();
builder.From.Add(new MailBox("alice@mail.com", "Alice"));
builder.To.Add(new MailBox("bob@mail.com", "Bob"));
builder.Subject = "This is HTML test";
builder.Html =
"This is <strong>HTML</strong> message, " +
"with embeddedimage:<br />" +
"<img src = 'cid:image1' />.";
MimeData image = builder.AddVisual(@"c:\image.jpg");
image.ContentId = "image1";
image.FileName = "image1.jpg";
IMail email = builder.Create();
You can specify the file name for any MIME entity by using FileName property. By default filename used to load that is used.