When importing photos from my digital camera, I want to keep the pictures in date order without loosing the sequence that I took the shots.

My camera usually names them as follows, DSCFxxxxx, I create a new folder using a date format such as 2007_0630_.

Then I copy the photos into the new folder.  After all the photos are copied into their new folder, I don't erase them from the camera's memory until I have finished the next procedure as a safety precaution.

Notice the underscores in the file name, I do this instead of using spaces to keep an easy to see uniform pattern.

Renaming all the files from DSCFxxxxx to 2007_0630_xxxxx is easily done using another program called Windows Commander, a superior file browser to that of the Windows Explorer.

If you want to learn more about this program see this link.

Windows Commander