You should always use one more place than the total images you have so if you're going to have 999 images you would use four places but if you're going 1,000 images you would use five places. This is usually referred as saving an 'image sequence' and there's usually an option for 'padding' The option might look something like 'name_#.ext' where the hashmarks represent number places.
First thing is when you save the animation out of Blender you have use the proper naming convention so that images are named sequentially.
