All you need to do, as far as I know, is select a bunch of files, right-click on the first one in the list and choose 'rename'.
It'll then rename all the selected files the same, adding increments as it goes. The stupid thing about it though is that it includes spaces in the naming scheme, so it's not really helpful for web-based applications, etc.
ie:
Holiday (01).jpg
Holiday (02).jpg
Holiday (03).jpg
Unless I've got something configured wrong, it has always done it this way.
mrC