The order number in zencart is actually the automatically incremented ID number in the orders table in the database. You cannot add "ALPHA" characters to it as it has to be a strictly numerical value.
You might be able to "pre-pend" alpha characters to the final output, by creating a PHP language define statement and its corresponding echo statement in the php file,s at all instances where the order number is generated for use throughout zencart.
However... as this number is strictly numerical in the database, you cannot (or at least I do not believe it is possible), to SAVE the order number as a alpha-numeric string.