It's a old topic... but if you don't could solve this problem, try this.
Copy the files as usual (order don't matter)
Now Use Reorganize 2.3.1
to re-order the files as you wish (alphabetic A-Z or Z-A or custom order)
Speed is not a issue because the soft don't move the files itself, but change the FAT table so it takes only a few seconds.
---Extract from Re-Organize help-------
It's not a surprise that portable MP3 players turned out to be big sellers: They're small, easy to fill with music and energy-saving. And because of the lack of moving parts, they may even be considered to be the perfect music players for all kinds of sports. Sadly, many makers didn't think about ease of use. A common problem: The player refuses to play tracks in a user-defined order.
ReOrganize! is able to solve this problem in many cases. You can freely move track by track or sort them all with just one click. The program also supports file up- & download and ID3 tags. It even features a small media player for prelistening tracks, rivalling many "Audio Managers" shipped with most players.
I hope this help you.