I assume you're talking about a data CD? Windows Explorer decides the arrangement of your files when you browse the CD. Arrange Icons By Name is probably selected and so it will rearrange your files just like in any other Explorer folder. So really, there's no sense in putting files in any particular order when you're burning with Nero. The only arrangement that makes sense to me is some type of directory structure on the disc.
EP, glad to see you come back and tidy up...did want to ask a one day favor, I want to enhance my resume , was hoping you could make me administrator for a day, if so, take me right off since I won't be here to do anything, and don't know the slightest about the board, but it would be nice putting "served administrator osnn", if can do, THANKS