Arranging Audiobook Files on Express - HELP!!

I have an audiobook that has a lot of files associated with it. I used Media Player 11 to sync the files onto the player. They were all in the correct order. When I fired up the player, It started playing somewhere within the book. I renamed all the files with 01-01, 01-02, 01-03, etc. This still did not work. I can’t get the files to play in the correct order. They are in order in the file folder and in Media Player but not on the player. Can anyone help? I heard something about changing ID3 tags but I’m not sure how to do that.