If your UserForm is called UserForm1, use

Private Sub Workbook_Open()
UserForm1.Caption = ThisWorkbook.Name
End Sub

in the ThisWorkbook code.

Steve wrote:
I have a workbook that I do frequent updates to. Each time I do an
update I add an increment to the number in the filename with a "save
as". (i.e. Daily Report 3.x) The workbook contains a splash screen
which displays for a few seconds when it opens (userform). Is to
possible for the caption in this userform to automatically grab the
file name ? It would save me a few minutes each time I update it.

Thanks, Steve