Cetra,
Yeah, PM currently only support alphanumeric sorting where file2 comes after file10. A proper numeric sort is going to be quite complex as the numbers could be anywhere in the file. I guess it could be restricted to the last part of the filename. This would mean file2 and file10 would be sorted numerically, but file2a and file10 wouldn't, but I guess this isn't what you would want either... Catering for all possibilities is near impossible though.
But how about a work-around where you rename all files to get their numbers 0-prefixed? E.g., file2 becomes file02, etc.
(I'm sure with the super powerful renaming capabilities of PM this should be doable, otherwise it can always be done in a little script on the command-line).
Hope this helps.