I, too, have been having this same problem, and it's driving me crazy. When I reported this problem to the manufacturer's tech support, they only said, "the player sorts music alphabetically by artist. You will have to rename the files before putting them onto the player." This answer doesn't make any sense, because all of my files have the same "artist" name, which is the author of the book. The file names are already in the proper alphabetical order, and they don't have anything to do with the artist name.
Anyhow, I tried the first solution suggested here (by kpc2), but it didn't work. I don't see why the folder properties (on the PC) would have anything to do with the playback sequence on the TH1101, but maybe I'm missing something here.
I usually use Windows Media Player 11 to rip my CDs. I would like to try using the RCA Easy Rip software suggested in the second solution. Where can I get it?
It sounds like the idea of copying files one at a time in reverse order didn't work out. It doesn't seem very practical to me anyhow, because I wouldn't want to take the time to copy hundreds of files one at a time everytime that I want to load a new book.