Dynamic file name for report export to csv

If "Enable CSV output" = "YES" for a report region titled "Invoices", the default file name is "Invoices.csv". If I have a parameter, Pn_MONTH, for the month (e.g. Jan 2010, Feb 2010, etc.) and the report only shows data for that month, I would like to have the resulting file named "Invoices_Jan_2010.csv".
I've tried setting the Report Export Filename to "Invoices_&Pn_MONTH..csv" and setting the region title to be "Invoices_&Pn_MONTH." but the resulting file name is coming up as "Invoices_.csv"'. I even tried "Invoices_:Pn_MONTH.csv" just to be sure but that makes it "Invoices_:Pn_MONTH.csv"'.
How can I get this to work?

This same method works for generating dynamic column headings from other page items, but I've never tried it for the download file name.That's the problem. The parameter P_MONTH is itself a page item and this is not consistent with other dynamic substitution. Looking at the page source, the export link is
f?p=102:9:8985946323211742:FLOW_EXCEL_OUTPUT_R2805111921107129_en-uswhere presumably "FLOW_EXCEL_OUTPUT_R2805111921107129_en-us" is an application process and "2805111921107129" is the internal id of the region. The filename is not part of the link.

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