Ok, tried that, but still exactly the same, the pics on the camera memory card are uploading and being saved in a different order.
I have been using Finepix Viewer which I have always done with no problem.
What I have done now is deleted the folders and uploaded them again using Windows camera wizard, and guess what - they are in the correct order, then when viewing them using Finepix they are still OK, so it seems to be uploading them with Finepix that has caused the problem.
I am still curious as to why they change, it could cause me massive problems in the future.
Thanks for trying to help.