I thought I had it right... until I got my proof book and the pix were out of order. I know there was a thread recently but I worked closely with the rep at the print lab and thought it was okay.
Here is what I did.

I wanted my pix in time order but they kept being reordered once I ftpd. So I sorted them by time and then re-exported from LR. There were about 500 total, so I added 000 before the text so they read like the following:

0001
0002
0003
0004
etc
00010
000100

AND then it reodered automatically at the print lab and instead of printing 1, 2, 3, etc, IT printed 1, 10, 100, etc

What am I missing?

I thought per my emails back and forth with the lab that I finally had it right and asked them to double check before they printed because I was not sure. I am sure I missed something but cannot figure out what I need to do. I would really like to export from LR and not PS.

Please any help

Putting the same number of zeros in front is what killed you.
You have to make sure that every number in the series has the same number of digits. That means the bigger numbers will have LESS zeros in front (0100, 0101, 0102...), and the smaller numbers will have MORE zeros in front (0001, 0002...)

Basically, you need to renumber them so that each image number is the same number of digits. I'm sure you'll never deliver more than 10K images for a wedding, so 4 digits should be enough.

1 = 0001
10 = 0010
100 = 0100
1000 = 1000

I was totally going to type an explanation on how to do this, but I Googled it so I wouldn't have to type it. LOL
http://photo.net/digital-darkroom-forum/00MV21

Thank you so much! My brain was so fried from trying to figure this out, I put it off while I was on vacation and just now tried again and voila - finally!