When I import photos on my HD into Premier Elements with sequential #'s, why does Pre load them in non sequential order?

I export photos from Light Room into a folder on my HD. The photos are renamed (name001, name002, etc) When I add these photos into Premier Elements 15, they are not loaded in sequential order. I want them to be in chronologic order so that I can easily place them on the time line. How can I do this?