In short, you can't, really. The way I use the "Download code" link is to click on it, bringint up a window with the code in plain text, all alone, then saying File->Save as.. to save it as some file with a vaguely correct name. The reason that your browser is saving it as index.pl is because that's the name of the bit on perlmonks which is serving you the code.
If your concern is because you mention "scansub.pl" in the code -- well, that's what $0 is for, no? ;>
perl -pe '"I lo*`+$^X$\"$]!$/"=~m%(.*)%s;$_=$1;y^`+*^e v^#$&V"+@( NO CARRIER'