This is because the folders are always shown on top, and only then the files are listed.
So you get something like:
c:\test\blabla\my folder 001\
... (998 more folders here)
c:\test\blabla\my folder 999\
c:\test\blabla\my folder 001\File001.txt <----- move this on top (As you can see, after 999 folders you get the files from folder 001)
...
c:\test\blabla\my folder 001\File999.txt
c:\test\blabla\my folder 002\File003.txt
c:\test\blabla\my folder 889\File333.txt
Even better, the files found in folder 001 could be indented, so you can easily see they belong to folder 001:
c:\test\blabla\my folder 001\
- c:\test\blabla\my folder 001\File001.txt
c:\test\blabla\my folder 001\File002.txt
c:\test\blabla\my folder 001\
- File001.txt
File002.txt