In Calibre go to Preferences, then under Import/Export choose Metadata plugboards. There you can create or edit a template of how files are presented when sent to your device. This is what I have, because I want the series to be a part of the info shown on my Kindle.
format: mobi
device: Kindle2
template:{series}{series_index:0>2s| - | - }{title}
destination field: title
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