How can you simultaneously change the name of a song in iTunes and the actual file
If you're willing to do it using an app, there are a few apps that do it.

1-One is freeware and called "Tagger", 

Here is what Tagger allows you to do, in terms of renaming options:



2-another app is called "Tune Instructor", which works as an iTunes plug-in (freeware too). 

3-another one is called "Metadatics". This one is shareware (9$).

4-If you're good at more complex solutions, then maybe looking into [Applescript]5 would be a good idea.

5-Doug's free iTunes scripts also have iTunes applescripts to help you rename your files. 



I didn't try the 2 and 3, but they're probably all good solutions. 5 is usually a very good source of scripts. Try them and chose what you like best!