I use alpha numeric idents for my photos, but there is no reason you can`t use the sequence you mention. They should show up in order, if not you simply right click and Arrange by.... There are various other options but it is wise to use that which suits your style and needs.
If you have many photos make certain the system you choose will not only carry what you have but also what you intend to file - re-working it all can be a long job!!!