You can go to this site and follow directions for renaming.
http://www.papajohn.org/MM2-OrganizePictures.html
First you place your photo files in the order you want them in a folder.
Then you rename them using XP. Then you copy them to a DVD.
Now, when you play this DVD on your computer the order will be fine. However
if you place this DVD in a DVD player to display the photos on your TV, the
order will not be OK. Your DVD player does not read file names the same way
XP does. The details are given in the above site. What you will need to do,
once you placed the photos in the order you want and renamed with XP, you
need to rename again using a different system so your DVD player will now
display them in the proper order.