save image as won't stay sorted by name

i'm using windows xp.  when I right click and save an image, the directory isn't alphabetized.  For example I have 3 hard drives (C:,D: & E:) + 3 cd/dvd drives (F:,G: & H:).  If I were to save in my computer, they'd come out like
f
c
d
g
e
h
or some other funky setup, I want them and ALL folders organized.  It used to all be alphabetized, now its not.
Right clicking a blank area and selecting sort by name, only works for that one time.  As soon as I save another picture any folder I go into is unaphabetized again, even if I jut told it to sort by name just a minute ago.  What can I do?

What can I do?

Make your question easier to understand?

>>1
Have you tried setting up one folder as you want them all to be then going to:
Tools -> Folder Options -> View -> Apply to All Folders
No idea if it will work but worth a try.

Here's a picture
http://img234.imageshack.us/my.php?image=untitled1copy0qj.jpg
a) when I save an image with firefox, the save to box with files & folders in it isn't alphabetized. 
b) what can I do to make them already alphabetized when I open up the save to box?

>>3
Sorry, that didn't work

Go to My Computer -> View -> Sort by -> Name

At the moment, it's sorting by type (removable media, static media, special folders).

Thank you for the help, but I've done that many many times.  Even though it sorts well in windows, when using firefox nothing is aplabetized (rather it is sorted by modified).  Yes I can right click, sort by name.. but it only works for that session.  When I save another image again everything is back to their unalphabetized state.
What else can I try?

No idea. :/

Could always try lunix, though.

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