Windows 7: Auto arrange messes desktop icon order

When I have Auto arrange and Align icons to grid checked, the order that Win 7 adds files saved to the desktop is messed up. In XP, when I saved a file to the desktop, it would add it as the last icon in the desktop. Now, when I save a file to the desktop when there are other files already on the desktop, Win 7 saves the files in an arbitrary order.

If I turn off Auto arrange and Align to grid, then the XP order of saving a file to the last icon is maintained, but then I use the grid view.
From the upper left-hand corner downward I have the User Folder, My Computer and Recycle bin. How can I get files saved to desktop to always add to the last icon on the desktop while still maintaining the Auto arrange and Align to grid that worked in XP.



PS: I'm having difficulty describing the problem, if anyone can phrase it better, please help me.