with for example sed, awk or python.
there will be 548 lines in the original txt file
from this:
http://twit.cachefly.net/audio/sn/sn0001/sn0001.mp3
http://twit.cachefly.net/audio/sn/sn0001/sn0001.mp3
http://twit.cachefly.net/audio/sn/sn0001/sn0001.mp3
to this:
http://twit.cachefly.net/audio/sn/sn0001/sn0001.mp3
http://twit.cachefly.net/audio/sn/sn0002/sn0002.mp3
http://twit.cachefly.net/audio/sn/sn0003/sn0003.mp3
awk '{x=sprintf("%04d",++n); gsub("0001",x);print}'