Some search engines count file names as keywords when ranking each page.
Visitors will try to remember the URL of their favorite page so they can go back without wading through bookmarks or history lists. First of all, pick an intuitive name for the file based on its content. The main keyword is your best choice, if you haven't already used it. Length is not an issue in naming files for the internet, but capitalization and file extensions are. Always name your files using the same capitalization and extension.