Playlist in order to USB drive

Has anyone figured out how to transfer a playlist in order to a USB drive without having to put a number in front of each song.

A USB drive will place the songs in Alpha order. It's a pain when you have to number 40 songs to play in order.

Once the songs are on the USB drive you can reorder them by adding a number infront of each. Takes some time, can't figure any other way.