When in forms/all-properties mode when editing a media file, you should be able to set the URLSegment via the "Name in URL" field. Although I suspect you may have additional layers to this question :).
I believe the property is contentLink - http://world.episerver.com/documentation/Class-library/?documentId=cms/7.5/6B7F362
Basing this on a few examples:
http://world.episerver.com/documentation/Items/Upgrading/EPiServer-CMS/75/Migrating-VPP-based-files-to-the-new-media-system/
http://world.episerver.com/forum/developer-forum/-EPiServer-75-CMS/Thread-Container/2014/1/Get-media-files/
http://roland.kierkels.net/episerver/blob-storage-in-episerver-7-5/
If you cast your MediaData object to IContent you can access the UrlSegment property.
Is it possible to set the URL segment on a media file? I can't find a property for it.