Thanks for the response, but one link no longer works. The other discuss how to order a playlist in iTunes. Thanks for the try, but that's not the problem. Putting a playlist in iTunes in any order you want is clear. However, I made a playlist of songs in the order I want them in. So no trouble there.
Here is the situation: When I burned my playlist to disc, iTunes burned it to a CD, but changed the order of all the songs it copied to be alphabetically, instead of the manual order I put them in. I now tried out that CD in my car, and it does play in the order I manually put them in. So I wonder why when I view that CD in iTunes, it reverts it back to being alphabetical by artist. Must be a bug in the iTunes system?