WOW. That's a new one...
Something to do with having the shuffle button enabled.
Are you sure you didn't accidentally hit the "Name" header before burning?
Does it actually PLAY in alpha order or are you looking at the disk in Windows explorer...?
If none of the above is true, the most likely possibiltiy is that the playlist is corrupt. (I've been using iTunes since V1- have over a hundred playlists and that's never happened) Anyway, there's no way to "fix" a CD once it's been burnt.
So... create a NEW playlist (you might even try with a couple different songs first just as a test) if that works, just copy desired songs to a new Playlist, and burn again.
If THAT doesn't work, it's possible your iTunes files (Library.itl / .xml) are corrupt. There's an article in the knowlegebase called something like "Recreate? or rebuild? your iTunes Library" that explains exactly where these files dwell, and how to reconstruct it.
Thanks. The order on the burned CD was alphabetical by artist name. I have tried it now five times; each time it switched from the playlist order to alphabetical by arts name. i use regular CDs, not mp3 CDs. I reentered all the songs into another play list. Same thing. I can see it burning each song in the proper order, but when it shows me the final product, it's alphbetical. Pretty frustrating!