Yes, in case if you need to have the shipment number the same as the order number but configure the invoice number independently, you should choose the following settings in System > Configuration > Custom Order Number:
Yes, you can do that. Just navigate to System > Configuration > Order Number, choose “Current Configuration Scope” to be “Default Config” and configure the Order Number settings according to your needs. They will be applied to all the websites and store views under your installation, thus consecutive order numbers will be used. The same logic can be applied to set up a global prefix and increment across multiple stores.