Like this?
cat list.txt
aaaaaaaaaa.htm 4
bbbbbbbbbb.htm 5
awk '{gsub(/.htm/,"",$1);for (i = 2; i<=$2;i++){printf "%s_%s.htm\n",$1,i}}' list.txt
aaaaaaaaaa_2.htm
aaaaaaaaaa_3.htm
aaaaaaaaaa_4.htm
bbbbbbbbbb_2.htm
bbbbbbbbbb_3.htm
bbbbbbbbbb_4.htm
bbbbbbbbbb_5.htm