Mp3 Player Arranging Songs

Is there any way to put songs into the order you want on an Mp3 Player, for example making a play list or putting songs in order of track numbers? I've tried plugging it in and re-arranging them in the folders but obviously this does nothing. It just insists on putting them in alphabetical order. If there really is no way of doing this then so be it but I'd just like to know if anybody knows, thanks!

Ps. It's an Algo 2G A215. Well that's what it says on the back. I guess different players may have different options.

The software that went along with the player should have that function.
For instance, iRiver players have the iRiver Plus application that comes with them for uploading and arranging files on the player.