Kri,
You can use Configure >> Report Options, and then select the Report File Pathname tab to configure where your reports will end up, and what the file name will be. If you want to have these be different for each sequence, then add the ReportOptions Callback to each sequence and then modify the settings in the Parameters.ReportOptions container to what you want.
This link may also be helpful as it talks about what you're are trying to do: Report File Name
-Jack
