Hi Mouad,
In your relationship item type where u created (File Name) as a property for that property u can set Sort order which should be lowest in comparison with other properties sort order. once u set the sort order for your (File Name) u will able to see (File Name) as first column in your relationship tab.
Just to add to PoonamS comment, as the Grid View on Relationship Type is Intermix, make sure that sort order for File Name is lowest among all properties displayed on relationship grid (irrespective of related item properties or relationship item properties)
