Disklavier

This sounds like a simplistic question but as a long time computer user I am flumoxed by 
a series of midi files I downloaded last night.  Kinderscenen is a 13 part work by 
Schumann but its downloaded zip file plays the parts out of order. I checked the original 
site and the component pieces are listed in the correct order. A zip file, encompassing all 
13 pieces,  is also offered which I downloaded and found the pieces were out of order 
when unzipped. I tried renaming each component piece so that they all flow alphabetically 
and even even though they appear on the floopy in the correct order, the Mark III DKV still 
plays them out of order.  The song sorting feature of the Mark III is a joke and I am 
looking for an easier way. So I am stuck.  Any suggestions for a seemingly simple 
problem? How can I avoid this problem in the future?

Alan