HDR Shop: how to make panos from individual cube faces?

The option is in the drop-down menu but I can find no reference to how it knows which files to use. It grays out the source filename when selected and I suspect that it expects some kind of naming convention. It sure isn’t “0.bmp”, :“1.bmp”, etc.
Anybody know how to make this particular feature work? I know that “cube2cross” can be used to first merge my images, but it would be preferable to not add another tool to my production chain if possible.
thanks for reading