did i miss-read something or do all your mp3s files need to have the track number in their filename?
Yes. You need that, if you want them in song order (not needed, but is optimal). The jukebox is just sorting the files after the names (like Windows Explorer). You should use a leading zero too.
There are a ID3 tool, that can do it with for you from tmy little link page, if you allready have id3 tagged them.