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Hi erangi
the reason of that is that the name of the documents are logical names (not phisical).
If you want to get this a good option is to implement your own custom DFS service which would do the following:
1) Check if there exists a document with the same name in the folder. If it exists return an error code to the client.
2) If it doesn't exist, it calls the DFS object creation service to create the document
I hope it helps you
Best regards!