How to specify a filename while extracting audio using youtube-dl?

Try the command

youtube-dl --extract-audio --audio-format mp3 --output "%(uploader)s%(title)s.%(ext)s" http://www.youtube.com/watch?v=rtOvBOTyX00

As you could reed in the youtube-dl manpage the corresponding option would be -o :

youtube-dl --extract-audio --audio-format mp3 -o "%(title)s.%(ext)s" http://www.youtube.com/watch?v=rtOvBOTyX00