SEName is a field in the database, and is derived from the product.name field. When you update the product record through the admin, it takes the product name and replaces spaces and other punctuation that you have used with hyphens (-). So, if your product 5461 is called a "Martin Mania Product" then SEName will contain "martin-mania-product" and the script I wrote will make ImageFileNameOverride = "martin-mania-product.jpg".
But if you want something in Excel, then it's probably something along the lines of:
Code:
="UPDATE Product SET ImageFileNameOverride='" & B1 & ".jpg' WHERE ProductID=" & A1
where B1 contains the sename you want to use, and A1 contains the productid.