http://www.computing.net/answers/windows-95/dialog-box-files-not-in-alphabetic-order/110178.html
RESOLUTION
To resolve this behavior, reset the default sort order:
Right-click Start, click Explore, and then click drive C.
On the View menu, click Details.
Click the Name column to sort items by name, press and hold down the CTRL key, and then quit Windows Explorer by clicking Close in the upper-right corner of the screen.
Release the CTRL key.
Restart your computer.
NOTE: You must perform these steps exactly as they are listed. For example, do not quit Windows Explorer by clicking Exit on the File menu.