It could rename to the actual season, episode format just like anything else. In fact, I'd prefer that. There just isn't that info in the original file name to match it that way.
I'm not sure what you have set to be the final name after renaming, but in the Settings, you can set the final name to show Actual Season with Episode, followed by the episode title. It's all in the Settings.
The final renamed filename can be : Lost.1x1.Pilot.avi
In the Settings (top right button), you have the option to turn ON/OFF any of the 3 key types (Showname,Season,Episode Title).
When you check the button (a tick will appear), that mean it is set to be ON (Show).
When you uncheck the button (the tick will disappear), that means it is set to be OFF (Hide)
A preview also shows an example how the end result will look like.
This page shows screenshots of theRenamer. http://www.therenamer.com/screenshots.html
Are you seeing the same thing when u launch theRenamer?