Explorer is hard coded to sort on any of the columns you choose. There is no "Unsorted" view.
http://188.8.131.52/search?q=cache:JNrXTLDxFR8J:forums.techarena.in/showthread.php/showthread.php%3Ft%3D976193+explorer+unsorted&hl=en&ct=clnk&cd=2&gl=us is a discussion where some think there is a no sort option but it's not.
I'm trying to organize my music files into one folder in the file browser for Vista. However, whenever I put them in a certain order, they are automatically alphebetized as soon as I close and open the folder again. Is it possible to turn this feature off. If so, how?