Lightroom importing issue

[Lee O'D]

Hi all, I've got an issue when importing from my compact flash cards in to Lightroom via a card reader. I put the card in the reader, open Lightroom and click on import. For some reason, they come up on screen in a random order.
Once I have ticked the ones I want to import and imported them, they are in the correct order. Am I missing something or doing something wrong? Any help would be greatly appreciated.
Thanks, Lee.