"A file name can not contain any of the following symbols … \" - What's up with that?
The "\" character is reserved for separating the names of directories (folders) from each other and from the filename.
For example If I have a folder c:\foo containing a subdirectory bar and I put a file named file.txt into bar I could refer to it as c:\foo\bar\file.txt. If I were also allowed to put '\' in a filename, I could put into c:\foo a file named bar\file.txt and Windows would then have two different files in two different directories that could both be referred to by the same name c:\foo\bar\file.txt. This would cause problems.
Other characters also have special meanings and so are not accepted as part of the file name.
Update:
According to Adobe Reader (File, Properties, Description, Title) the title of http://users.utu.fi/harju/graphtheory/graphtheory.pdf is "GraphTheory.dvi". I was able to cut that and paste it into a file name.
The first two lines of the text in the PDF are "Lecture Notes on", "GRAPH THEORY". I cut those out and pasted them into a file name - this resulted in a file name of "Lecture notes on". I didn't get the error message you refer to.
Update:
If I cut out all the text on the first page, this includes "email:" and ":" is one of those characters that is not allowed in file names (in Windows filesystems)