What we have here are two cases of imitation being the sincerest form of flattery, I think. First off, I appreciate that you want to mimic how I've been doing things for quite a long time, but it's also interesting to see that the default file naming scheme for Movable Type appears to have changed when they switched from MT3 to MT4, switched to mimic what WordPress had been doing for a while.

Specifically, MT used to have individual archive filenames look like this:

Then WordPress came along and they realized that it is possible to have more than one blog entry with the same title, even if rather inadvertently. To avoid that, they use the date as part of the filename:

So a blog entry published on May Day of 2009 might look like 2009/05/my_blog_entry.html

Not exactly how I like to organize things, as you can see by checking out the URL for this page.

To make this change in MT, however, is a bit tricky, especially if you're used to MT3, as I have been for so many years!

Here's the path you need...

Start by going to the templates area of the design menu:

About halfway down the page, you'll see the default template for individual, category and date archive pages:

What I'm going to change here is the individual entry template: the others I will leave as-is because they're fine, and it makes some sense for date archives to be neatly tucked into different directories, I think, anyway.

To get to the individual entry, I click on "Entry", as shown above. The result is a page that shows the actual MT template, but if you scroll down (the secret!) underneath that you'll see:

That's where we want to make these modifications. Click on the little triangle adjacent to "Template Options" and it opens up to show you the configuration. Click on the menu there and you'll see there are quite a few archive template choices:

Since I want to do something that's a bit off the beaten track, apparently, it's not a default choice, so I'll have to pick "Custom..."

This puts me here:

Now I need to learn the secret "%" language of the MT template. Fortunately, that's exhaustively defined here: Archive file path specifiers in MT4. By reading that, I learn that what I want is to use %b%x to get the title of the blog entry followed by the standard filename suffix (".html" in this case). If I wanted to use dashes instead of underscores, I'd make it "%-b" instead, and on my new weblog, I'm actually using the template "%-b-%E%x" to add the entry number as a way of sidestepping the possibility of two blog entries with the exact same title.

I hope that helps you tweak Movable Type to work exactly as you need.