The following saves data with a time stamp in the filename (this code uses a dialog window to allow the user to add to the filename, e.g. 2012661131myfile.dat):
In[] >> date = DateList[]
Out[]>> {2012,6,6,11,31,16.3462}
In[] >> condate = StringJoin[IntegerString[date[[1;;5]]]]
Out[]>> 2012661131
In[] >> DialogInput[{
Row[{ TextCell["filename /.../data/"<>condate],
InputField[Dynamic[[fname], String],TextCell[".dat"]}],
Row[{DefaultButton[DialogReturn[ret=1]],
CancelButton[DialogReturn[ret=0]]}]}];
Out[]>>
In[] >> saveas="/.../data/"<> concatdate <> fname <> ".dat"
Out[]>> "/.../data/2012661130myfile.dat"
In[] >> Export[saveas, {data1, data2}];
There may be a better way to do this (probably a glaringly obvious one), or even a built in Mathematica function. I would appreciate comments from people to whom I appear an idiot.
