I may have misinterpreted what the manual says regarding file numbering, from page 142:
Option Description
On
When a new folder is created, the memory card formatted, or a new memory card
inserted in the camera, file numbering continues from the last number used or
from the largest file number in the current folder, whichever is higher. If a
photograph is taken when the current folder contains a photograph numbered
9999, a new folder will be created automatically and file numbering will begin
again from 0001.
Off
File numbering is reset to 0001 when a new folder is created, the memory card is
formatted, or a new memory card is inserted in the camera. Note that a new
folder is created automatically if a photograph is taken when the current folder
contains 999 photographs.
File Number Sequence
If the current folder is numbered 999 and contains either 999 photographs or a photograph
numbered 9999, the shutter-release button will be disabled and no further photographs can
be taken. Choose Reset for File number sequence and then either format the current
memory card or insert a new memory card.
So the way I read this, it is limited to 999 images per folder, however the count can continue to 9999, they will just span folders on the card. And if this option is ON, that count will continue until 9999 is reached even with changing cards. Setting it to OFF will reset the count every time a blank card is inserted.