You can also use the Override Filename text box at the bottom- it will save the image to your standard location with the new image name. You don't have to add the extension- it will do it for you.
What Wraith said above I think is exactly what you want. It was made to handle the exact situation you describe, allow you to quickly name the screenshot and then just hit enter.
You can also do some tweaks to make the process even quicker:
With these settings you can just start typing the desired name of the screenshot as soon as that post-capture dialog shows, and then hit enter.