If your shot goes from 400 to 600, your textures are named from 0400 to 0600, and you only try to move the timeline through frames 400 to 600, everything should work. What frame are you on when it's looking for frame 0000? The only time it should try to load 0000 is if you're on frame 0. But I wonder if there is some other part of the system that's not aware of the frame number. Is it applied to an object or the terrain? Are you using RTP or non-RTP?