Groove Message Export tool allows you to customize names of exported files. This is applicable if you have chosen any of the following method to export your messages:
By default Groove Message Export tool generates the name of the file for each IM in following format:
DateTime-MessageText-Sender-Count.rtf
This format allows you to short your exported files using sent/receive date of IM and also guarantees that each IM gets its unique file name.
Following is the sample of how exported files looks like in Windows Explorer. Please note that the files other then Word files are exported attachments:

If you are not comfortable with these file names, you can change it anyway you like. To do this, you should check Show Advanced Options at the start of Export dialog. When you click next, you will see that now you have option to set the name of file.
For example,
You can use the format,
DateTime.rtf
which will simply name your message files with date time numbers.
Or you can use,
Count-Sender.rtf
which will name each of your message files with count (0,1,2,..) followed by name of sender.
You can also customize names of attachment files exported from IMs. To do this, you should check Show Advanced Options at the start of Export dialog. When you do this, attachment file will look like following:

If you choose the default options as shown above, names of attachment files would be exactly same as that appears in your Groove IMs. However, two IMs may end up with same attachment files and to prevent collision, this tool automatically renames attachment file names if it already existed. You can customize file name in same way as described above.
Following tokens can be used to construct the file names: