If the quicklook window is open, the order in which it selects the next or previous file depends on the settings of the current finder window, and has nothing to do with quicklook itself. Arrange the icons in the finder window how you'd like (or list by name, date, or other criteria) and then open the quicklook window. Pressing the arrow keys will then select the next item in the finder window and quicklook will show you the content of the item.
Oh, I see. you're selecting all the files and then opening quicklook to browser them. Quicklook organizes things by name when you do this. If you want them in a specific order you can open quicklook for one item and then keep the window open while you click other items. In that way you can organize the files in the finder window and then use the arrow keys to move between them and have the results shown in the open quicklook window.