For auto saving the new files with an increasing number you must FIRST create my universal CountUp macro. The source code with description can be found at counter or compiled in the macro files in the zip archive you can download at Macro examples and reference for beginners and experts.

THEN create the following macro. You have to adapt the red highlighted filename with path. If you think you will not produce more than 999 files, you can modify all 0000 to 000 or less (00 should be also enough for you).

Make sure you have only your source file open or it is the most right one in the file tab order because of possible problems with setting Move to nearest left tab after current tab is closed.

The following macro is a simple version of the macro posted at Splitting Big Files.

InsertMode
ColumnModeOff
HexOff
Bottom
IfColNum 1
Else
"
"
EndIf
Top
"0000"
SelectToTop
Clipboard 8
Cut
Clipboard 9
Loop
SelectLine
IfSel
Cut
EndSelect
NewFile
Paste
Top
"C:\Temp\Test_0000.tmp
"
Key UP ARROW
Find "0000"
Clipboard 8
PlayMacro 1 "CountUp"
Key HOME
StartSelect
Key END
Clipboard 9
Copy
EndSelect
DeleteLine
SaveAs "^c"
CloseFile
Else
ExitLoop
EndIf
EndLoop
CloseFile NoSave
Clipboard 9
ClearClipboard
Clipboard 8
ClearClipboard
Clipboard 0