I am guessing this is a generic Windows problem, since it occurs in more than one program.
When I double-click, or drag and drop numbered media files from a folder to players, they are added to the playlist in an oddly sorted way: they all start the playlist a few numbers in (say, on track X), go consecutively to the end, start over with track 1, and then continue consecutively to track X-1 (like this order 4,5,6,7,1,2,3).
This happens with both video (AVI and MPG) and music files (MP3, WAV, Ogg).
This happens with different players (WMP, WinAmp. MusicMatch Jukebox).
Is there a workaround for this?