I made a small change to Whaat's code so it pads the filenumbers with leading zeroes, I hope you don't mind.
Just change this line (line 107):
@image_path=File.join(@export_path,@filename+"#{@frame}"+".#{@format.downcase}")
to this:
@image_path=File.join(@export_path,@filename+"#{@frame.to_s.rjust(10, '0')}"+".#{@format.downcase}")
Thanks for the plugin Whaat! Best regards.