Please take a look at the discussion at this weblink.
I think the file sorting “problem” is not limited to SanDisk programmers.
http://www.techsupportalert.com/content/sort-files-alphabetically-usb-stick-or-mp3-player.htm
And, if anyone is interested in the cited software “FatSorter 1.0.4”, this PC freeware program is still available at this link:
http://www.softpedia.com/get/System/File-Management/FAT-Sorter.shtml