This is how it is done alphabetically which you don't want so you need to remove the tick for sort by name depending on which browser you are using.
For instance -
Internet Explorer 9 1 Click the star-shaped icon in the upper-right corner of the Internet Explorer window. 2 Click the down-facing arrow on the right side of the "Add to Favorites" button, and then click "Organize Favorites." 3 Right-click one of the favorites on the list and select "Sort by Name" on the pop-up menu. Internet Explorer sorts the list alphabetically.
So as in No.3 you would untick "sort by name".