are all your drawings in Model space with no layout setup (and thus no pagesetup in your layout)?
if you DO have layouts configured with pagesetups (again, you just need one) then uncheck the "Include Model Space" option in the list of drawings. Then re-add all your drawings and you will get just the Layouts (no model spaces).
a good PDF engine is PDF Creator - open source (free) and it allows you to autosave to a particular folder with whatever filename convention you want. beware of the free toolbars that try to install when you install PDF Creator though, no idea why they include them...
Page setups are specific for either model space or a layout. You cannot use a page setup created in model space for a layout and vice versa. Therefore if you have a mixture of model space and layouts selected in publish you are not able to apply the same page setup to all of them. You must restrict your selection to just model or layout, but not both. You can designate what to select in the file selection dialog box for publish. There is a list box under the files called "include" that lets you specify which type you want.