In Windows, file names are sorted in alphanumeric order. This means that 11 will appear before 2, 110 will appear before 55. If I understand you correctly, you need to put leading zeros in your files names. The number of leading zeros depends on the total number of files you want to sort. So, if you have less than a hundred files, you only need one leading zero. If you follow that protocol FileName 01.jpg will appear before FileName 11.jpg and FileName 99.jpg. If you have more than a hundred files, you will need two leading zeros, e.g. FileName 001.jpg and so forth.
If this doesn't solve your problem, we need more details about exactly what you are doing to share/export the files to your hard drive and where the files are out of order.