First of all, Maxwell can't render to SGI so the plug-in tries to force TGA output. You can only render TGA, JPG, PNG, BMP and TIFF images. This is a limitation in the render engine, so there's nothing you can do about it right now.
The error you're getting is because you're appending the frame number to the file name. Unfortunately, Maxwell figures out what image format to use by looking at the extension. In your case, it thinks you're asking for the "0001" image type and it aborts because it doesn't know what that is. Set your file naming scheme to "name.#.ext", "name_#.ext", "name#.ext" or anything else which keeps the extension at the end.