As the COW-script is designed to handle many pictures (some hundred), the filenames have to follow a naming-convention. It can be customized a bit but the general style can't be changed.
In the COW-configuration you can specify the extension of your pictures, all have to be the same, "jpg" or "gif" (or whatever). The second thing you can define is the first part of the filename, all files have to have this name. The default is "cow".
The filenames of the comic-image-files have to have the following names: "[filename][week]-[picture].[extension]".
Example: The extension is "jpg", the general filename is "cow". The comic for week 4 has five pictures. Therefore the COW-pics for this week have to have these filenames: "cow4-1.jpg", "cow4-2.jpg", "cow4-3.jpg", "cow4-4.jpg" and "cow4-5.jpg".