Configure a global string as a file name (Options - Global Variables & Strings - this is the same in most recent versions of the software, with subtle wording changes in 9.0.2)
Configure the string to prompt when DASYLab starts. You can also configure it to be the type of filename that you are using (Write / ASCII, for example).
In the Write Data module, configure it to use a string for the file name (choices are Fixed, String, or Combi).
There is a detailed description with step by step pictures in the Help / Getting Started / Quickstart section 5.3. The second example under 5.3 uses a single string.
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www.mccdaq.com and click on the "Support" tab for all support options, including DASYLab.