The short answer for how to name a file is:
"Use standard alpha numeric characters (A-Z, 0-9) underscores and dashes."
View our article, "Invalid characters in file names", for more info.
Of particular note, CatDV does not validate XML on export. If you have invalid characters in any field in CatDV they will be output to XML creating an invalid XML file. This will cause problems if you try to use that XML with any other XML parser. It is vital that you maintain clean filenames and character sets in your metadata.