Bursting with username as part of file name

I'd like to do something like this, using :xdo_user_name as part of a bursted file name:
bursting code:
select distinct
Geography.Region KEY,
'Blue' TEMPLATE,
'RTF' TEMPLATE_FORMAT,
'en-US' LOCALE,
'PDF' OUTPUT_FORMAT,
'FILE' DEL_CHANNEL,
'C:\Bursting' PARAMETER1,
Geography.Region || :xdo_user_name || '.pdf' PARAMETER2
from Retro.Locales Geography
This works perfectly fine if I omit the || :xdo_user_name from the column definition of parameter2. It fails with this error when I include it:
oracle.apps.xdo.servlet.scheduler.ProcessingException: oracle.apps.xdo.XDOException: java.io.IOException: prepare query failed
[nQSError: 42032] Parameters are not supported in the select list.
     at oracle.apps.xdo.servlet.scheduler.XDOJob.runBurstingReport(XDOJob.java:2116)
     at oracle.apps.xdo.servlet.scheduler.XDOJob.execute(XDOJob.java:358)
     at org.quartz.core.JobRunShell.run(JobRunShell.java:195)
     at org.quartz.simpl.SimpleThreadPool$WorkerThread.run(SimpleThreadPool.java:520)
Is the inclusion of a user name possible possible in the bursting code?

Hey Reed, thanks for responding.
I have a Cf utility that parses logs, so I modifed it to print out the ASCII codes for each character. They look normal, as far as I can tell. The question mark has a code of 63 which is correct, and no non-alphabetic characters precede or follow.
One interesting thing is that the stem being called is an index.cfm file, and the query string argument happens to be a template name, and it ends in .cfm. That's why it is making it all the way to CF, which chokes on it, instead of IIS logging a 404 error.
Often an identifiable bot is requesting these bad URLs, though I have spotted another request with agent 'Mozilla/4.0.' I suspect that is some kind of automated scan. (I also see other requests with the same agent name, though a different IP, that look like errononeously URL-encoded requests. These get filtered by URLScan.)
I don't know for sure is whether the specific clients that make these bad calls always make them them wrong way. They appear to. Most clients that access the site do so normally.
I wonder if there could be something in the request header, perhaps that instructs IIS to expect a different charset than what is actually used, or something like that.

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