The code which generates the HTML for the error messages is at app/code/core/Mage/Adminhtml/Block/System/Convert/Profile/Run.php. Make a copy of this file at app/code/local/Mage/Adminhtml/Block/System/Convert/Profile/Run.php
Locate this part:
$this->setBatchConfig(
...
'template' => '<li style="#{style}" id="#{id}">'
. '<img id="#{id}_img" src="#{image}" class="v-middle" style="margin-right:5px"/>'
. '<span id="#{id}_status" class="text">#{text}</span>'
. '</li>',
...
change From :
'<span id="#{id}_status" class="text">#{text}</span>'
to:
'<span id="#{id}_status" class="text">Row #{id} - #{text}</span>'
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