Which version of PSE you have? If you have PSE10 or earlier, you can change display to Folder Location view. The image thumbnails are ordered by filename in folder location view in all versions of PSE except for PSE11.
For PSE11, you can create an instant album by right clicking on the foldername in My Folders pane on the left hand side of the Organizer windows, click create Instant Album.
Now for the album, you can choose Album Order from the Sort By dropdown wherein you can custom order images <by name in your case> by drag-drop of image thumbnails in the grid.
MY slides are in an order by name in a folder. When I import into Elements I loose the organization. Is there a workaround?
The other workaround, apart from manually ordering them in albums, would be to select all and change their 'date taken' to the same date (I assume you are using PSE11).