Hi,
I've noticed something similar - in my experience, if you select B, C, and D, they'd be brought in as D, B, C. Anyway, it has to do with the way you select them. If I had a list of files in Explorer - say
A
B
C
D,
and wanted to select them, I'd click on A, hold down Shift, then click on D. But Windows seems to think the last thing you clicked on is "the most important" - so, if you do anything with that selection, it'll bring in D first, then A, then B, then C.
In cases where I definitely need the files in order, I've taken to selecting files by making a selection rectangle - i.e., click outside the file name of A, and drag a rectangle around all the files up to D. Then, if you work with the selection, the files will show up in proper order.
Cheers,
--Michael