Auto mode means on the PC it uses MTP so if you’re using a PC they’re the same thing.
Assuming you’re using Windows and you want to drag and drop, make sure you select all the files you want to drag and then grab them by the first file you’ve selected. If you don’t it will drag the one the cursor is on first and then get the rest. At least this is how it works in MSC mode, which is what I always use. The player should play them in order even if you don’t drag them in order but maybe MTP mode works differently.
The way I do it is when I rip a CD to tracks I then combine those tracks with a freeware program called MP3 Merger, which you can find with Google. It will combine the small files into a larger file. If you get version 0.3.2.1 of MP3 Merger it can’t get them out of order if you’ve properly named them.
Actually I combine the whole book, up to about 12 hours, into a single file. If the book is longer than 12 hours I make 2 files. That way there’s just no room for any confusion on the player. It makes life much easier.
I use MSC mode because I always drag and drop and I never use programs like WMP or such to synch files. If you’re dragging and dropping you get more features with MSC mode and the transfer process is easier. Since I haven’t used MTP mode I can’t comment on the differences while using the player. I think MTP is better with playlists but since my book is a single file I don’t need playlists and I’ve never bothered with them.