Another way is to add each and every file as a resource on the course main page and you can arrange such resources in any order that suits you regardless their names. Checkout also Davo Smith's new contributed block (2+) which should allow you to drag files from your local folder onto moodle where they would be automatically converted to resources.
But probably the best way, for my liking anyway, is to convert files to html and then you can use modules such as the book to arrange those web pages in chapters and arrange the chapters in your prefered order.