> I want to mirror a site which is build up through CMS.
> A page url looks like :
> <http://www.ballastham.com/sitefactor/page.asp?pageid=415>
> I want to save the pages with an self defined filename
> 
c:/shadowsite/www.ballastham.com/sitefactor/page_pageid_415.
> asp

Use the 'N' option with the advanced variable extraction 
feature:

user defined structure (-N "%h%p/%n%q.%t")

Details: User-defined option N
  '%n' Name of file without file type (ex: image)
  '%N' Name of file, including file type (ex: image.gif)
  '%t' File type (ex: gif)
  '%p' Path [without ending /] (ex: /someimages)
  '%h' Host name (ex: www.someweb.com)
  '%M' URL MD5 (128 bits, 32 ascii bytes)
  '%Q' query string MD5 (128 bits, 32 ascii bytes)
  '%q' small query string MD5 (16 bits, 4 ascii bytes)
     '%s?' Short name version (ex: %sN)
  '%[param]' param variable in query string
  '%[param:before:after:notfound:empty]' advanced variable 
extraction
Details: User-defined option N and advanced variable 
extraction
   %[param:before:after:notfound:empty]
   param : parameter name
   before : string to prepend if the parameter was found
   after : string to append if the parameter was found
   notfound : string replacement if the parameter could not 
be found
   empty : string replacement if the parameter was empty
   all fields, except the first one (the parameter name), 
can be empty

In your case, you should use something like:
-N "%h%p/%n%[pageid:_pageid_:::].%t"