Hi Arthur, and welcome to the VMware Communities!
Mac OS is unable to handle files with a slash in its name, so we would have to make some change to the filename simply to be able to store it on the host through Shared Folders. I think it is not possible for us to store that name in any way on the host and then display it back in the guest in the way it was originally entered...
I've forwarded this thread to our Shared Folders developer to get his opinion.
Cheers,
--
Darius