Registry: Reset the Screenshots counter...

First, a standard word of caution: be careful, because mistakes in editing your Registry can have nasty results.... and now, into the Registry....beginning with how to get there....

Use your Windows Key plus 'R' to bring up this little 'Run' window, and then in its search box, type in Regedit.exe, and click/tap 'OK', and then the Registry editing window will open. In the left-hand column, navigate to the following key: 

Once again, you want to navigate to HKey_Current_User\Software\Microsoft\Windows\Current Version\Explorer.
click/tap the word 'Explorer' and it then shows you the list in the right-hand window, where you look for and right-click on 'ScreenshotIndex', and that will
display the little window where you can click on the word 'Modify', which then shows you a window where you can enter a new Value, and the new value that you want to enter is 01, or simply 1. You can then close the Registry window and your numbering of screenshots will begin again at one.

Here's what the editor looks like after you have right-clicked on the word
'ScreenshotIndex' in the left-hand window. It shows the little window where you enter the new Value key for it, and as shown, that should be 01.

While you're in the Registry editor, and into the Current User section, look under Current User\Software on the left-hand column for a listing called 'Conduit', and if you find that, then delete it - it's malware that messes with your network connections, and causes your Windows to start looking for your Proxy settings, even when you don't have any. So you need to get rid of that.
If you aren't comfy with deleting something in Registry, then go to the website for Bleeping Computer, and download the program AdwCleaner, and run it. It can find and remove this malware for you.