I typed the below answer but after reading the question again maybe its this simple.
In the folder you put the photos...click view > arrange Icons by > Name ...and also choose auto arrange
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I do not like using a album thing like Picasa, So I make a folder in My documents that I call Fluzzi because I use Panasonic cameras and in that folder I make another named by the date and put todays pics in there and tommorrows in the next folder.
The camera wizzard in XP can do that for you but I use a program by breezebrowzer called downloader pro which I had to buy but it does just what I want without an album running in the background.
http://www.breezesys.com/Downloader/
It takes a while to get it set to do what you want but once set it is really fast and simple.
A Program that sorts the photos the way I like is Kodak easyshare but it has the Album always running.
I used Picasa and Adobe Elements 2. My pictures never stay in the order they are taken. When I download them from my camera they are in the order I took them. I also downloaded them to My Pictures but the same thing happened. Can someone help me. Thank you.

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