8Dio's utility will number the resulting .zip archives sequentially based on what's already in the directory you export to. So if you export to an empty directory you're right, you'll always get #02. If you export again to the
same directory, however, you'll then get #03, #04, and so on. This isn't the most convenient way to get the numbering you want but it is possible.
I found it to be enough of a pain that
I wrote my own utility to renumber them after the fact. It requires some basic command-line comfort in your operating system of choice, but it's quick and easy to renumber your own .zip archives or those created by another user.