I was wondering how I can import a image sequence and IGNORING the gap?

The images are in sequential order but they're just not numbered linearly.

i.e. I have 3 images numbered 002, 004, 006 instead of 001, 002, 003.

How do I make it so that photoshop doesn't fill in the gaps with a transparent layer?

I would rather not have to rename the files.

Thanks.