Hi,
It took me a long time of searching forums to work out how to export mutliple data driven pages to a format other than PDF, using the page name in the file name (instead of the page number).
My page names also included characters that file naming won't accept (e.g "/"), and I wanted to remove spaces. I was exporting to PNG.
Here's the script if anyone else has the same problem.
mxd = arcpy.mapping.MapDocument("CURRENT")
for pageNum in range(1, mxd.dataDrivenPages.pageCount + 1):
mxd.dataDrivenPages.currentPageID = pageNum
pageName = mxd.dataDrivenPages.pageRow.Name
pageName = pageName.replace("/", "_")
pageName = pageName.replace(" ", "")
arcpy.mapping.ExportToPNG(mxd, r"C:\temp\" + pageName + ".png")
del mxd