The only way that normally happens is when you left-click on one of the files displayed in the window. When you are scrolling, do you mean you are using the mouse wheel, or just placing your cursor over another file name? In either case, you might have a problem with your mouse accidently selecting another name when you "scroll" over it. If that happens, all you have to do is retype your desired file name.
A possible fix? Try another mouse. Maybe the one you are using is too sensitive.
When I am saving a file and click "Save as," a box pops up with My Documents (this is normal). But when I inadvertently scroll over the files to search for where I want to save this file, the file name automatically changes to whatever I have just scrolled over. For instance, if I am saving a file called test.doc and I want to save it in a different folder, I might scroll over a document in that folder called test2.doc, which changes the file name to test2.doc and then it asks me if I want to save over the current file. Hopefully this makes sense. Is there any way to fix this? I am running Windows XP Professional.

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic