Assuming all your "named" photos are in one folder and you're just starting a slideshow, you can give this a try:
1) Open Videowave
2) On the left pane, under Tools, select "New Slideshow"
3) Click "Add Photos" and browse to the folder where all photos are located
4) Select all photos (or press Ctrl+A)
5) Photos are in placed in "named" order (ascending order)
6) Click Next. Select desired options and press Finish. This will you bring you back to Videowave
You can modify the options selected in step 5 above.