Downloading a file. File name is shown incorrectly on opening.

Hi guys,
we are working on a file download page.
We want to download a file with a name with spaces and accents. Although the filename is shown correctly on the filedownload dialog, when we click open, the file name is shown with %e1%ba%a3n%20... on notepad. ('Save as' shows the correct name)
This problem only happens in Internet Explorer.
Is there anyway we can Display the file name correctly (on the target application) after opening it (without saving) from file download dialog ?
We use this code to set the filename :
....
fileName = Server.UrlPathEncode(fileName);
Response.AppendHeader("Content-Disposition", "attachment; filename=\"" + fileName + "\"");
...
Thanks in advance,
Jorge
...