Playlist playing order in VLC media player
Solution 1:
It won't do it by default - what you need to do is drag them all in, and then select the first one in the playlist viewer.
Since I posted this 9 years ago things have changed - just unchecking the "random" box under playback will now work - looks like they fixed it around 2014.
Solution 2:
Select all, right click, select: sort by|name|ascending. The easiest way I have found.