Ordered Videos

Hi
Ive got loads of videos on my iPod now divided into playlists: TV shows, Films, & Music DVDs. looking at my iPod in iTunes you can order as you like in Alphabet order etc, but when I unplug and use my Ipod none of the list of films/ music dvds are in any order - they just seem random. Only the tv shows are in order as they are listed by show and then episode. Is there a certain bit of information I need to input to make these in order??