En efecto no "memoriza el orden de los archivos PERO!! con herramientas como "DRIVESORT" (solo por mencionar una) puedes ordenar los archivos en el orden que tu quieras asi que "perder el tiempo" no es la respuesta correcta..... Cito el F.A.Q. del mismo:
This program enables you to reorganise the content of the directory tables on a FAT drive, in order to help portable multimedia players to play their music tracks in the right order. It works directly on the opened disk filesystem, so use it at your own risks. It's a good idea to make a backup of sensitive data before working on a disk.
Although it was made for the I-Bead player, it should work well with other portable multimedia players having a FAT12, FAT16, or FAT32 formatted disk, such as the Lynx, Muro, your mobile phone flash card, ...