I found this... looks like it works for the Mac OS... but I still can't figure out how to do it for PC
http://www.macosxhints.com/article.php?story=20080930161619878
In addition to the other preference settings dropped in iTunes 8, the option for naming tracks on import without adding the track number to the front of the filename is missing; luckily, the preference is only hidden. If you find those track numbers annoying as I do, just quit iTunes, open Terminal, and enter this command:
defaults write com.apple.iTunes create-filenames-with-tracknumber -bool FALSE
On relaunching iTunes, you will find that track numbers are no longer added to filenames on import.