ORM Designer doesn't require any file name convention. You can change output file name by setting export-file-name property for each entity.
The reason why ORM Designer generates name as entity.dcm.php is because Doctrine2 default naming for XML/YML files are .dcm.xml / .dcm.yml. You can change this in module property file-suffix :
But right now there is no option to generate name without any suffix. We will add this option in the next release. (When no value is selected is ORM Designer uses ".dcm." as default value)