Here's my function under Tags (1) > Artwork Storage > "Copy to the same folder as the music file and name as:"
$If(<Track#>=0001,"0000. Front.jpg",$If(<Track#>=001,"000. Front.jpg","00. Front.jpg"))
However, for an album with "##. Track.mp3", I get both "0000. Front.jpg" and "00. Front.jpg" saved in the directory whether I highlight all the tracks or simply highlight "01. Track.mp3".