get psp video 9 or Xilisoft psp video converter

Psp video 9: use the transfer tool, it will show you the title of the movie and not just the M4VXXXX.MP4

Xilisoft psp video converter: it names them whatever it was before you converted it and you just use psp video manager tool that comes with it and select the ones you want to transfer and it automatically changes the name

hope it helps