DVD Studio Pro has no idea how to count. It's not its fault, it's the OS's really. Here's an example.
And one more:
These images were named automatically (the numerals) when I scanned them in using Image Capture (in your Applications folder, a very handy app if you've never played with it). It appended the numbers after I saved each scan but as you can see they're not in numerical order when you drag them into DVD Studio Pro. They WILL be in order in list view in the Finder but not in DVD Studio Pro so the client had to call me at the last minute to let me know.
I checked the final disc to see if it worked but didn't notice the images out of order. The solution here, until Apple fixes it, is to number your single digit files with a leading zero: 01, 02, 03, 04 which will ensure they're in the correct order when you drag them into DVD Studio Pro and make a slideshow of them.