Beatport allows you to customize your file naming structure using the feature in the Download Preferences section of your Account Settings.
You can navigate to this feature from the Downloads section of My Library (seen below) or via Download Preferences in Account Settings.
Once you navigate to this feature you will see that you have the option to replace the whitespace with a hyphen, underscore, or period. You are also given the option to change the file naming structure by clicking the dropdown menu to the right of the text field (highlighted below).
The dropdown menu allows you to select presets for the file naming structure or the option to create your own by using the keywords provided.
Remember to Save Changes when you're done.