Just a little more explanation:
If you use the Bulk Rename option you will lose the descriptive portion of the filename. They will end up like:
Sheppard-01.gif
Sheppard-02.gif
...
Sheppard-09.gif
Sheppard-10.gif
Sheppard-11.gif
If you absolutely MUST keep the descriptive portion, then you will have to add the zeros manually by right clicking on each file, select rename, and inserting the appropriate number of zeros manually.
Again, that descriptive portion in the filename is only there for you, the creator, and the 0.001% of readers who will open up the book using an editor. They won't see it with a standard reader.
If you want to add a descriptive text to the <img> tag you would add it to the alt="" element. As in:
<img alt="lower leads" src="../Images/Sheppard-10.gif" />
<img alt="Mr Bird's roof" src="../Images/Sheppard-11.gif" />
<img alt="into Mr Bird's house" src="../Images/Sheppard-12.gif" />
The alt element is normally blank in an ebook. It is used to describe the image in case the actual image can't be found, or the settings are set to not display images, or somesuch. They can also be used by those read aloud programs - they would read aloud the alt element when they came to the image. It is not normally used in ePub 2 because most apps can't/won't read aloud, and the images are packaged inside the ePub - so they wouldn't be missing. The technique of putting the filename inside the alt element is technically incorrect, although occasionally used.
I hope all this helps!
Cheers,