File renaming command or script?

I have a bunch of photo files with the same root name and a number. The files
are in the directory ordered from least to greatest but are not sequential.
Like this:

birthdayParty04_345.JPG
birthdayParty04_348.JPG
birthdayParty04_357.JPG
birthdayParty04_392.JPG
birthdayParty04_403.JPG

I want to rename them so they are in the same order but the numbers are
sequential. Like this:

birthdayParty04_001.JPG
birthdayParty04_002.JPG
birthdayParty04_003.JPG
birthdayParty04_004.JPG
birthdayParty04_005.JPG

My scripting skills are less than good and so far my attempts to do this have
ended in failures of various degrees. Does anyone have a quick answer they
can provide?

Alan
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