There’s no convention for track numbers, and the Fuze just reads them from the first digit.
The easiest thing for you woud be to renumber them before putting them on the Fuze.
Get mp3tagand after you install it, set one default: under Tools/Options/Tags/Mpegs set Write to ID3v2.3 ISO-8859-1. The Fuze likes those tags best.
Then go to the folder on your computer where the audiobook is stored, right-click, and under Search… in the menu you should see mp3tag. Click on that, mp3tag will open the folder. Then highlight all the tracks, make sure they’re in the right order from top to bottom (they probaby will be), and go to Tools/Auto-Numbering Wizard and check Leading Zeroes.
Click and it will number the tracks 01,02, etc. and they’ll play in order. It takes much longer to read this than to do it–just seconds per folder.