Hi Elendyr;
When you start recording on OBS it will automatically name your records, the name will be the exact timestamp of when you started your recording, year, date and time. An example I did before commenting is:
2015-07-14-1526-43.flv
I don't understand why you have to do it each time you start recording, but it should save unless you give it specific names, if you don't give it specific names, just put this in your file path:
C:\Users\NAME\Videos\.flv
I hope this helps,
Sincerely.