As far as Autostitch is concerned, it seems to save whatever it has stitched together as pano.jpg. This will open in whatever application is configured as the default application associated with that file type, so if all your .jpg files open with Adobe Album and you want them to open with something else, right click the file and select 'Properties' from the pop-up menu. At the top of the Properties panel underneath the name and the file type there is an 'Opens with' item. Click 'Change' and select the application you want to associate with .jpg files. Otherwise just right click the file and select 'Open With' from the pop-up menu.
As far as the file name thing goes, you will have to go into Windows Explorer and change the name of each panorama that you create with Autostitch. Another very good reason to use Image Composite Editor as you can select the type of file that it creates and choose your own file name at this point.
Hope this helps
Julian