As this change is doubtful to come for this game, see this for a way to organize saves based on your characters
If anyone cares, I figured it out... if you put a comma in your character's name, the save name will be everything after the comma.
I had an Orc named Ghom, Son of Frow... so all his saves are listed as "Son of Frow"
I started a new High Elf to check, and named him Kel, Mage of Summerset... his saves show up "Mage of Summerset"
Finally, I made an Argonian and just named him ", Bob"... sure enough, her saves are all named "Bob" (followed by the location & I assume number... can't see the whole thing)
...So, just a tip, if you want your savegame names to differentiate between your characters, put a comma in there, followed by something to identify the savegame.