What does your call to wp_link_pages() look like in your single.php? Because it can do this if you want it to, no plugin is needed.
When you call wp_link_pages('next_or_number=number'), you'll get the page numbering method. When you call it with wp_link_pages('next_or_number=next'), you get the next and previous page method.
Generally, you use CSS styling to position these the way you want them positioned. It can't do PREVIOUS 1 2 3 4 5 NEXT, but you could make it seem that way with some CSS. Or you can do three calls to wp_link_pages in a row, one to display the previous link, one to display the numbers, then one to display the next link.
http://codex.wordpress.org/Template_Tags/wp_link_pages