Sorting Files on a Memory Card

I have a memory card formated as FAT32 with about 200 songs on it. I prefaced each file name with a number so all of the songs will play in the sequence I want (like "045 Marche Funebre.mp3"). When I look at the memory card using the Vista file explorer they are in the correct order. However, that sort is done within Vista and does not represent the actual order of the files on the card. When I open a command prompt and look at the directory, the files are in some order I cannot understand (it looks rather random, but I'm sure there is some reason behind it). How can I get the files on the memory card saved in the order I want them to appear? My MP3 player (a picture frame) does not sort the files, but simply plays them in the same order they appear on the card. Thanks for any help you can offer.