The WD SMP has a lot of issues, but this isn’t one of them. Everybody telling you it’s how computers sort things is completely correct. You have to use a filename mask with leading zeroes to eliminate it, so that you see them as (filename)-001.jpg, (filename)-011.jpg, (filename)-111.jpg, etc. This is how I have sorted my photos for years, because of that very issue.
There are programs which will do this for you automatically. I use PIE Studio to do this, along with editing the metadata of my photos (great for inserting GPS coordinates, aligning date/time EXIF into, lossless rotation, etc.) If all you want is renaming your files, I think PIE free version will do that. You can find it at http://www.picmeta.com.
