I've been a TypePad blogger since November 2005. One of my biggest gripes with it has been the inability to create your own file names, or use an entire post's title as a filename. Having the full title in there can be a huge help for SEO.
Now, finally, TypeP addressed this with their new editor, which is being rolled out to users. You can read about the overview. Here's what they have to say about titles, though there's more to it than that.
Enter a title for your post. The title you enter here will determine the URL for the post's Permalink. For example, a post with the title of "This is a new post" will have a Permalink like: