When using hardware devices to play music from SD cards or USB disks, you may find that they play files in non-alphabetical order. In my case, the Pioneer AVIC-F940BT device in my car showed and played MP3 files in almost alphabetical order. The problem here is that these SD cards and USB disks use the FAT filesystem. They read the contents of the file allocation table as is, and do not perform sorting of their own. This means that the playing order is based on the order in which the directories and files were copied to the disk or card.
Luckily there is a way to sort these files again. For Windows, there is a program called FatSorter that works perfectly. Download from here if the previous link does not work. Select the drive or folder you want to sort and wait a few seconds/minutes for it to finish.