It may depend on the site you are uploading to.
On the site I use for pictures, it is a menu choice "add picture". A menu screen appears with a box for the name of the file to upload from the XO and a "Browse" option (just barely visible at the right of screen). I select "Browse" and the journal entries are show up, including any files that are on my USB Drive, which is plugged into the XO. I select the picture and its name appears in the box for the file to add to my pictures. I hit enter to start upload.
If I select a picture from the Journal on the XO, the name that appears is some type of temporary file name that is used by the XO for storage. If I select a file from the USB drive, its file name is "what you see is what you get".
My way around this is just to copy all my picture files to a USB drive before hand - then all the files have original names. I can also rename pictures after I upload them.
This is for the USB drive, and I assume it is the same for an SD card.