[Paraview] "legacy" of vtk files

[Mário Vicente da Silva]

Hi all,
I'm a new user of Paraview (up until now I used Mayavi) and I have the 
following problem:
I have a legacy of vtk files, i.e., a bunch of vtk files named: 
filename.1.vtk, filename.2.vtk ..... filename.n.vtk
Each of this files has the solution for same problem using a different 
mesh (I'm working on adaptivity).
I want to load the first file and apply a given number of filters. At 
that time, I want to be able to see the solution of the next/previous 
file using the same filters.
It's very easy to do this using Mayavi (as it automatically recognizes 
the files as if they were time steps of the same problem), so I'm sure 
it must be also easy to do it using Paraview, but I can't find out how :-(
Can anybody help me?
Thank you,
Mário