Well this is what i do in my car to maintain the order...if you have pioneer MP3 you are in luck then...i got the same brand and this will really help you out...!!!!
First Pioneer plays the songs as per the songs directly CD and then the ones in folder.....to have the songs i want to play first i dont put them in folder..i directly write them ....
Then other thing i do i ...i put prefix like 01fida , 02kal_ho_na_ho , 03Dhoom etc
This way the folders are sorted in their sequence...The songs inside the folder plays pretty much the same....It will best help you if you use Nero to burn up mp3 in your Cd...this way you will know how songs are written on the disc and you can sort them out before burning them....!!!