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When sorting filenames containing numbers and underscore in Windows Explorer then it inspects the entire number:

5.txt
11.txt
88.txt

Where Win2k (and older versions) only looks at one digit at a time:

11.txt
5.txt
88.txt

To change the filesort back to the Win2k behavior, set this DWORD in the registry:

[HKEY_LOCAL_MACHINE \Software \Microsoft \Windows \Currentversion \Policies \Explorer]
NoStrCmpLogical = 1 (Default = 0)

More Info MS KB Q318872
More Info MS KB Q319827 (Windows XP requires SP1 to recognize this setting)

Credits Tom Wu