Yes, the following parameters can be used
(They are shown in a "hover-over" help-text)
Code:
Format for file name:
%F - File name (mymovie)
%E - File extension (.avi)
%T - Movie Time (hh-mm-ss)
%FR - Movie Time in frames
%TS - System time
%DD - Date day
%DM - Date month
%DY - Date year
%A0 - Auto number, with no leading zeros
%A1 - Auto number, with 1 leading zero (01,02,03...)
%A2 - Auto number, with 2 leading zeros (001,002,003...)
%A3 -
%A4 -
to be set in "Capture file name format" under
(single/double) rightclick > Options > Preferences > Frame and thumbnail capture
(So for your purpose: %F_%A1)