How are the songs named? If it has song title before track number, then you have to manually sort them, either in the program or drag them in one at a time, if you are burning an audio cd.
If you are burning a data cd with a bunch of mp3's, then there is nothing you can do if the track number is after the song title or there is no track number in the file name. You will have to manually add or move the track number in the file name.
Album title.song title.track number.mp3. This will sort alphabetically by song title.
Album title.track number.song title.mp3. This will sort them by track number