Importing image sequence: option greyed out

i'm trying import sequence of numbered images video clip premiere pro cs6, won't take files:

 

i've got 9480 jpeg image files named blahxxxx.jpg xxxx goes 0000 9479.

now when go file > import... , select files, checkbox in bottom of file choosing window (image sequence) gets greyed out. if select single image, can check it, when clicking "import" then, premiere import single still frame.

 

what doing wrong?

...when go file > import... , select files,

only select first file,

premiere recognize rest if check box.

if select single image, can check it, when clicking "import" then, premiere import single still frame.

be sure all images sequential,

and start on frame 0001.

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