Track order is governed by ID3 tags, electronic labels built into the files. They include Title, Album, Artist, Track Number, Genre, etc.
And the Fuze is a little stupid about Track Number–it alwasy goes by the first digit. So if the Track Number tags are 1, 2, 3,…10, 11, 12… It will play 1, 10, 11, 12, etc. That’s probably how the tracks are getting scrambled.
You can fix them pretty easily. There’s a free program called mp3tag. http://www.mp3tag.de/en/
When you install it, have it add itself to context menus. (checkbox during install)
Change the default under Tools/Options/Tags/Mpeg to Write ID2v2.3 ISO-8859-1 . Those are the Fuze’s favorite tags.
Right-click on the folder with the book chapters, and choose mp3tag to open it. Make sure the chapters are listed in order, top to bottom. (You might have to click on the Track Number column in mp3tag.) Now, under Tools use the Auto-Numbering Wizard to Add leading zeros. Leading zeros will give you 01, 02, 03.
You can also fix anything else on the album all at once by highlighting everything and using the fields on the left. So you could use mp3tag to change Genre to Audiobook all at once, too.