Per default all space characters entered for the url name are converted to a "-" sign. This is usually a good idea as reading something like "My-Press-Release.aspx" looks better than "My%20Press%20Release.aspx". But some companies have a requirement to use space characters even in Url names of publishing pages.
The option to allow space characters in the url name of publishing pages exists - but it is a little bit hidden.
You can find it here: "Site Actions" - "Site Settings" - "Look and Feel" - "Page Layouts and Site Templates" - scroll down to the bottom and change the "Convert blank spaces in page name to '-'" option.