Major bug in the way the WDTV Live Streaming displays photos that are sequentially numbered

But in fairness, I doubt if most people are using the Windows right-click “Rename” because it renames items in a way unlike anything else, and without any ability to use a filename mask for standardization.  I just don’t think many people will have media named the way you do.  Even naming conventions for episodic tv shows follow the same logic–S01E01–with leading zeroes for that very reason.  So do utilities like Adobe Bridge or other auto-importers, like when they sense a camera attached to the PC, they will import and name the media files accordingly.

Honestly, give PIE a try.  It takes seconds to rename entire directories, and it can even rename them based on the metadata/EXIF, in sequential order, with leading zeroes.