Poppygran, look at the files on your PC and examine the filenames, it may be that the MP3 player is sorting them by filename. If you note the order they play in, you may see a relationship to the filenames. If that is the case you can rename the files to allow sorting as you want them to play.
Could any of you clever techie grandads tell me how to get audio books in order on an MP3 player please? I download them from the library onto my PC, drag and drop them numbered 1,2,3 etc then when I go to play them back they are usually 1,5,7 and so on. I'm not being sexist by asking the advice of men but you do make good techies.