Thanks for your replies, got it working using the following ...

STEP1:- Check the name of the datafile on standby database

select name from v$datafile; ---- This command should show the datafile name as UNNAMEDxxxxx

STEP2:- ON STANDBY DATABASE
alter system set standby_file_management='manual';

STEP3:- Rename the datafile
alter database create datafile 'C:\ORACLE\ORA10G\DATABASE\UNNAMED00129' as 'C:\ORACLE\ORA10G\DATABASE\actual_dbfile_name.dbf'


STEP4:- On the standby database
alter system set standby_file_management='auto';

STEP5:- On the standby database
recover managed standby database disconnect;

shutdown and then reopen the standby database and continue applying the redo logs