Auto File Numbering was a feature that was introduced in Vault Manufacturing 2010. One question I had was, because Inventor 2009 and 2008 are supported to connect to VM2010, why does Auto-File Numbering not work in Inventor 2009.
The answer is that no new functionality should be expected to appear in earlier versions of the CAD integration. When new features are introduced in Vault, they are only designed and tested in that same version of Inventor. So Auto File Numbering was introduced in VM2010 and only works in Inventor 2010 and later.
Similarly, Document Revision Control was introduced in VM2010 and Inventor 2010. However it does not work in Inventor 2009.
There are always excpetions to every rule, but currently none spring to mind.