New doesn't leave you with two files.
In fact, no files are saved until you press OK, as Wims said. Also, the file has to have non-whitespace data in it. Pressing OK in an empty file will also not save it.
Until both conditions are met (file has data in it and you pressed ok), you can "save as" the new file to call it anything you like, and you won't get a duplicate copy.
If the file was already saved to disk (you previously pressed OK), you will end up with a duplicate. Nothing can be done about that but a separate rename option. Save as will not have that behaviour.
