SanDisk Connect Wireless Stick is not sorting my photos

I recently got the 64gb wireless stick and have transferred my library of about 5000 photos to the Camera Roll Backup folder. However when I try to view these photos they are all out of order. I have it set to sort alphabetically and in acending order but it does not want to sort that way. I even tried to change the sort order to something different like file size and it stays in the same order. It is really hard to find a photo when they are all mixed up like that. Any suggestions on why it would not be sorting?

When you change how the pictures are sorted you have to select OK at the bottom of the screen to confirm the sorting change. Are you clicking OK at the bottom after selecting your sort option?

Yes, I am hitting OK.