You should note that on devices that ignore ID tags (such as a memory stick), files would play in the order in which they are stored on the device. If you drag a folder from windows to the device, the files are copied in the order in which they are stored on the HD. This is not necessarly the order in which windows displays them, which by default is sort by name. Play with a memory stick to see what I mean, change the sort order in windows and copy over, each time you will see order on stick remain the same. A reliable way to see the true sort order on the stick is to use the ‘dir’ command in a dos window without any switches. Most time you won’t be bothered by this since you generally put the files on HD in the order you finally wanted them, like ripping a cd. If you later add a title it will go to the end of the list.
The beauty of ID tags is Album content and song order is all taken care of by the device which maintains an index and it’s why it takes a minute or more with the message ‘refreshing your media’ (annoyingly even when you haven’t concientously changed anything.)
If you really want to guaranty order on that stick, copy the files one by one, but who would want to do that.