Here's a script I wrote awhile ago that takes selected clips and numbers them with three digits and places them in the media bin. Perhaps it will do what you want ...

	/*



  Script: Events To Subclips.js

  Based on scripts by Sony Media Software & John Rofrano

  

  This script creates Subclips from selected events,

  and then places them in the root mediabin.



  This script is only supported by Vegas version 6.0c and above.



  Converted from C# to Jscript, and modified to work with 

  events instead of regions by John H. Meyer on January 31, 2007.



*/



import System;

import System.Text;

import System.Collections;

import System.Windows.Forms;

import Sony.Vegas;



try {

        var processedClipCount : int = 1;

        var trackEnum = new Enumerator(Vegas.Project.Tracks);



        while (!trackEnum.atEnd()) {   // Go through all tracks



            var track : Track = Track(trackEnum.item());

            var eventEnum = new Enumerator(track.Events);

            if (!track.IsVideo()) {    // Only process video tracks

              trackEnum.moveNext();

              continue;

            }

              while (!eventEnum.atEnd() ) {  // Go through each event on this track

                  var evnt : TrackEvent = TrackEvent(eventEnum.item());



                  if (!evnt.Selected) {      // Only process selected events

                    eventEnum.moveNext();

                    continue;

                  }



                  var activeTake : Take = evnt.ActiveTake;



                  if (null == activeTake) {  // Only process events with active takes.

                    eventEnum.moveNext();

                    continue;

                  }



                  var media : Media = activeTake.Media;

                  if (null == media) {

                    eventEnum.moveNext();

                    continue;

                  }



                  // Initialize variables

                  var takeOffset   : Timecode = activeTake.Offset;

                  var labelprefix  : String;



                  var clipName : String = System.IO.Path.GetFileName(media.FilePath);



                  // Append counter to media name and pad with leading zeros so media can be sorted in MediaBin.



                  if (processedClipCount<25) {

                    labelprefix = "3-" + RepeatedConcat("0",3-processedClipCount.ToString().length) +  processedClipCount.ToString() + " - " + clipName;

                  }

                  else {

                    labelprefix = "2-" + RepeatedConcat("0",3-(processedClipCount-24).ToString().length) +  (processedClipCount-24).ToString() + " - " + clipName;

                  }

                  // Create the Subclip

                  var clip = new Subclip(media.FilePath, takeOffset, evnt.Length, false, labelprefix);

                  Vegas.Project.MediaPool.RootMediaBin.Add(clip);

                  processedClipCount++;



              eventEnum.moveNext();

            } // End While Eventenum



        trackEnum.moveNext();

        } // End While TrackEnum



        MessageBox.Show(processedClipCount.toString() + " regions/subclips processed.");



} catch (e) {

    MessageBox.Show(e);

}



function RepeatedConcat(concatStr,intCount) { 

    var arrTmp = new Array(intCount+1); 

    return arrTmp.join(concatStr);

} 



/*

function LeadingZero(count) { 

return System.String.Format("{0:d8}", count); 

} 

where 'd' is for integer formatting, and 8 is the number of digits 

you want, leading zeros are forced of necessary to fill that many places. 

*/







/* END OF SCRIPT */

i fixed my XP to the CORRECT way.

The DOS listing doesn't see them the wrong MS way & neither do most apps that used sequential images (like Vegas).

I prefer Windows knows that I've been working with sequential files for almost two decades & I want "10" after "010". Because I did that on purpose. :)

This is a little more work than a quick script....but it has come in handy for me on MANY occasions. A.F.5 at http://www.fauland.com/af5.htm. It allows you to rename pretty much anything with a good bit of control.

Hope it helps.

Thanks for all of your replies. Unfortunately I'm not trying to rename files, I want them to be in order as I capture (stills or subs) and save them.
I did send this to Sony as a feature request.
Thanks all.

VidCap does use three digits.