How to name a file with the submitted date

Hi all,
  I would like to name a file with  the submitted date_name.xlsx, but when I use like this (
order.Order_date.ToShortDateString()+"_"+"name.xlsx")
, it is not creating it properly and throwing an error saying the Directory not found. since it is trying to save the file in this format- 09/19/2012_name.xlsx.  so is there a way to name the file?
Thanks for any tips
 
 
...