Short version:
To make the player display your music in the correct (alphabetical) order in the FOLDER view, you need to properly sort the on-disk FAT filesystem structures, as the Clip Sport does seem to rely on them to be properly sorted. On Linux, you can use the fatsort utility for this; I have no idea if there are appropriate Windows tools around as well.
Long version:
For the FOLDER play mode, your solution unfortunately didn’t work for me - my files already have names that start with two-digit numbers (01 - xxx, 02 - xxx, …), but the player still showed them in a random order.
But: When adding music from a new artist to the player, I noticed the artist’s name was not sorted alphabetically into the music that was already present, but appended to the folder list (my folder structure is \Music\artist\year - album\track - title.mp3). This led me to the assumption that the player does not do any alphabetical sorting by itself, but instead just dieplays the folders (and within a folder, all the files) in the order they were written to the player.
Short technical background: I have my music on a µSDHC, which is formatted as FAT32. FAT basically manages a list of files and folders that are stored within the root of the drive (e.g. G:). For each file/folder, the FAT entry contains information on ow to find the object on the drive (sector number), its size, modification date, and so on. If the object is a folder, it again contains a list of entries that word exacrly as for the filesystem root - with the only difference that for the root folder, the exact position of the luist on the drive is well-defined and identical for all drives. For any additional folder below the root, the position of the list on the drive is determined by the correcponding entry in the root list.
So FAT basically manages everything you put on the drive as a hieracrchical set of lists. You add a new entry to one of these lists (by creating a new file/folder), and this new entry is simply appended to the end of the list - no matter where it would fit in e.g. alphabetically. So if you have a list that contains (in “list order”) “artist A”, “artist D” and “artist X”, and you add a folder for “artist M”, the new list reads “artist A”, “artist D”, “artist X”, “artist M”.
However, Windows ignores the “natural” order of the list entries (the on-disk order), and displays the list entries using any sorting you choose (e.g. by name / modification date / …). But the Clip Sport does not re-sort the files for display & playback!
So how does this help us? Quite easy: All you have to do to have the files displayed and played in the correct order is to make sure that the list entries on disk are in the correct order (that is, for my naming scheme, sorted alphabvetically). Common operating systems don’t give you access to the raw on-disk lists (which is a good thing, as you should know very well what you are doing when you are messing with this kind of stuff), but there are tools available for this.
A short Google search did not find a Windows tool that has a working “recursive mode” (that would allow it to sort a whole folder tree at once), but on Liunx, you have the fatsort utility, which can do exactly this. Using this tool, sorting an almost full 32 GByte µSDHC took roughly 5 seconds… and all files are displayed and played in the correct order.
Again, this does only work for the FOLDER playback mode - it has no influence on the MUSIC playback mode, which does not work for me for some other reasin I don’t know yet (maybe non-alphanumerical characters in artist names, which can easily happen in certain areas of the music universe).