I guess that you are using a Enslib.HL7.Service that uses EnsLib.File.InboundAdapter as Adapter. The problem is that the name of the file is not a property of Enslib.HL7.Message class, so you have to follow these steps:

1. Create your own service that extends to Enslib.HL7.Service.
2. Overwritte OnProcessInput process to get the name of the readed stream:

   Set tFileName=pInput.Attributes("Filename")
   set sessionID = $$$JobSessionId
   set ^GlobalName("Session", sessionID) = tFileName
   do ##super()

3. From DTL use code to get the global that you created before getting the ID session from Enslib.HL7.Message and assign it to MSH property:

4. Set globalValue = $GET(^GlobalName("Session", sessionID))
   

5. And finally assign globalValue variable to the MSH propery (using SET from the DTL):

   target.{MSH.PropertyName} = globalValue