You don't need to name the report file, the asterisk * in the File name field will give the file name the same name as the Scan name, e.g. Quick scan.txt or Full system scan.txt, etc. see image.
You have to have enabled the Generate report file and it should be done by default.
The actual location rather depends on a few things, your OS, if you had avast 5 installed previously and how you installed avast 6 (update from 5.0 of clean install).
Avast! scan Report File Locations
- C:\Documents And Settings\All Users\Application Data\Alwil Software\Avast5\report (Windows 2000, Windows XP). Or C:\ProgramData\Alwil Software\Avast5\report (windows Vista, windows 7).
Or after clean install of avast 6:
- C:\Documents And Settings\All Users\Application Data\Avast Software\Avast\report (Windows 2000, Windows XP). Or C:\ProgramData\Avast Software\Avast\report (windows Vista, windows 7).