Creating a list of ascending numbers with a filename extension ?

Creating a list of ascending numbers with a filename extension, or combining text without a space added, Please help.

I use Excel 2003 and I want Column A filled like this
http://1.2.3.4/file 001.jpg
http://1.2.3.4/file 002.jpg
http://1.2.3.4/file 003.jpg

What I figured out so far is to drop the extension, then select first 2 rows and drag and fill to create an ascending list like this
http://1.2.3.4/file 001
http://1.2.3.4/file 002
http://1.2.3.4/file 003

Then create Column B with the extension ".jpg" as text and then in C1 the formula (=A1&B1). Or instead I use in B1 (=A1&".jpg").

The result is
http://1.2.3.4/file 001 .jpg

Edit: I noticed that this happens only on the first result, because after I drag C1 down, the other rows do not have the space added. But why does only the first result have an added space before the appended text?

Put this in First cell then drag down.

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