Thanks Kevin! I was trying to work my way through this myself... but you saved the day. For the record I ended up using the 'set {seqn} varible...' feature. I entered three capital letters (instructions call these initials) to customize the file name, entered a space, then began the sequence with 0001. Then hit Apple 'Y' to copy them with their new filenames. And it worked!!
The first time I tried to rename the over 400 jpegs something went awry. Originally my filename used a prefix, Leaders, then I chose the sequence starting at 001.jpg. When I copied all 443 images and tried to play them back PM did something strange. Leaders259.jpg was followed by Leaders26.jpg, then Leaders260.jpg. This happened every time we reached a 10 in the count. I'm not sure what it liked about my sequence 'only' filename, with the extra space and zero added, but it worked. Anyway I've burned a CD and have it playing in slideshow mode on my old eMac running PM 3.2.7.
Thanks again, Denis