If memory serves me correctly I think I remember another post with the very same issue a few weeks back. I have no way to actually search apple forums and discussions at the moment for this particular post since the search field isn't active on my computer currently. So you'll have to take my word on this and try some things strictly from rote memory.
Have you tried placing the numbered images in a new folder and then importing said folder thru the media pane in iDvd .... are you able to import the whole folder in the order you want (yes/no)?
Btw ... you don't by any chance own a copy of apple's Aperture do you? That's about the only other option I can think of at the moment if the above should fail to work ......
To late to edit the above post so i'll simply add this info here. It's directly from the Getting Started in iDvd'08 pdf. Let me know if these 2 pages help (starting w/ pg #14)
Step 5: Add a Slideshow Adding a slideshow to your iDVD project is a great way to enhance your DVD and show your photographs. You can use a slideshow already created in iPhoto, or you can use iDVD to create a slideshow from a group of pictures. You can even create a DVD that has no movies at all but rather showcases your photos in one or more slideshows. Depending on the amount of other content included and the size of your photos, your DVD can hold up to 9801 images. In this step, you’ll create a slideshow of photographs and movies in iDVD and add a soundtrack. To create a slideshow in iDVD: 1 If the main menu is not showing, click the Back button on the scene selection menu to return to the main menu. 2 Click the Add button at the bottom of the iDVD window and choose Add Slideshow from the pop-up menu. A button labeled “My Slideshow” appears on the menu. This button may appear too far from the movie button. Leave it as it is for now. You’ll learn how to reposition buttons in “Changing Button Shapes” on page 23. Click My Slideshow to select the text, and then type My Photos. If you want to modify the text, use the controls in the in-place editor to do so. 3 Click outside the text area to deselect the text, and then double-click the My Photos button to open the slideshow editor. The iDVD window changes automatically to show the Photos pane. P. 15 The slideshow editor, shown below, is a blank screen with the words “Drag images here.” 4 Drag photos one at a time or in groups from the Photos pane to the slideshow editor. You can even drag a whole album to the slideshow editor. If you haven’t imported photos into iPhoto, you won’t see photos in this list. You can open iPhoto anytime and import some photos, or you can drag photos from other locations on your hard disk directly to the slideshow editor. 5 Arrange the images in the order in which you want them to appear. Drag the images in the slideshow editor to rearrange them. To delete images, select the ones you want to remove, and then press the Delete key on your keyboard. Access the Photos pane to add photos to your slideshow.
Quite frankly, iDVD is NOT the application to use for slideshows of more than 99 images - even if you can get the name order thing fixed.
I recommend that you create your slideshow as a movie in iPhoto of iMovie. I find I get better results using FotoMagico and there are several other third party apps available as well (like Photo to Movie).
I'm not sure I've ever seen a solution for the name order issue (even Apple tells you to drag the images into the order you want).