The default sort order is by file name. If you are using 2 digit numbers it shouldn't be a problem.
Even with ID3 Tag the song still sorts by file name. Mp3tag (Mp3tag - the universal Tag Editor (ID3v1, ID3v2, APEv2)
) is a great utility for editing information and managing file name.
You can also create a Playlist and put the files in the order you want. Here's one way to do it: How to Create a Personal Playlist for Use in Windows Media Player