how to create sequence

You can get this sorted if you have a logging system. First you need to create a table nothing fancy, just a simple table with two columns.

tbl_FileNameLog
--------------------------------------------------------------------------
FIELD NAME  |   DATA TYPE   |                   COMMENTS
------------+---------------+---------------------------------------------
fileID      |   Number      |   Could use Auto Number, but for future safe.
            |               |       use Number, so you can edit it.
            |               |       But make sure it is a Primary Key.
exportDate  |   Date/Time   |   Just a Date field to store the Date.

Now you can edit your code to something like.

Private Sub Command0_Click()
    Dim strPath As String, FileName As String
    Dim lngChoice As Long
    Dim dbObj As Database

    Set dbObj = CurrentDb()

    'make the file dialog visible to the user
    strFilePath = BrowseFolder("Please Select Path to Export Neutrality Report file to")

    If strFilePath <> "" Then
        MsgBox "Exporting File to : " & strFilePath, vbInformation, "Save Path"
    Else
        MsgBox "Please Provide a file path before exporting!", vbCritical + vbOKOnly
        Exit Sub
    End If

    lngChoice = Nz(DMax("fileID", "tbl_FileNameLog"), 0) + 1

    FileName = strFilePath & "File1PN" & Format(lngChoice, "000000") & ".txt"

    DoCmd.TransferText acExportDelim, , "T1", FileName, False

    dbObj.Execute "INSERT INTO tbl_FileNameLog (fileID, exportDate) VALUES (" & _
                  lngChoice & ", " & CDbl(Date()) & ")"

    Set dbObj = Nothing
End Sub

So the first time when the code is run, it will look for the Max ID in the table. Since there is no entry it will make use of the Nz function and assign a 0+1, so an ID of 1 is obtained. Then Export happens to the specified location. At the same time an entry into the file log is put stating the ID has been assigned. So the next time when the code runs, it will look for the file log table since ID of 1 is availabe it will not use 2. So on and so forth....

This way it does not rely upon the file system. It has its own log, so even if the file is moved or deleted it will still be able to provide a consistent/continious numbering. Hope this helps !