I never use spaces in filenames. Just a habit from *nix and database field names.
I don't like how when Microsoft first allowed spaces in filenames, they immediately changed the OS to USE Them. Program Files Application Data Common Files (which of the previous are folder names if you haven't worked with windows before?)
He has the spaces in folder names not the file names. I usually avoid spaces in filenames too but have a few folders with spaces in the name.