[Marcus Harvey]"I need to find a way for SV to read the files in alphanumerical order i.e. Video, Video-2, Video-3"
Computers don't use alphanumerical order when dealing with file names; they use alphabetic order because file names are just strings of characters. If you want your files to be imported in alphanumerical order then you need to actually rename them in an alphabetic order that simulates alphanumerical order. Given the files 8, 9, 10 the correct alphabetic order is 10, 8, 9, because 1 is less than 8 and 8 is less than 9. If you want 8, 9, 10 in the order a human would interpret them as alphanumerical you need to rename them, 08, 09, 10 because 0 is less than 1 so all of the files beginning with 0 would come before all of the files beginning with 1.
In your example, you need to rename your files "Video-00.avi", "Video-01.avi", "Video-02.avi"... "Video-09.avi", "Video-10.avi", "Video-11.avi", etc. This has nothing to do with Vegas Pro and everything to do with how computers order file names alphabetically. Look at any digital camera and you'll see lots of zeros padding the numbers in the image names. This is why!
I recommend you get a batch rename program to help you get your file names in the correct order. I use the Bulk Rename Utility when on Windows and Rename when on Mac.