For more information, you could do a quick review of de Bruijn strings/sequences (there are various links on the page.), and I believe, though I just did a precursory glance, that this page, answers your question (it is on the original page as well.)
update:i fixed a typo in the name of the sequences, when BrowserUK alerted me of my misspelling
.-enlil
Comment on Re: Re: Shortest string containing all from 0000 to 9999 challenge.