I had the same problem. With little bit of R&D, I found out following:
* All file names and folder names should be less than 32 characters in length
* There should be only letters and numbers and no special characters like #$_ etc in file/folder names.
Once the CD is burned with these two conditions satisfied for file and folder names, the CD player recognizes all the structures and songs correctly and renders playback in alphabetical order.
Altenatively if you have the rear DVD system, it can recognize any files/folders without this limitation and will playback everything well. Only issue is that you have to load and unload by going to back of vehicle!
Hope this helps....