Jeff Atwood, whose blog Coding Horror is always worth reading, has a great post about natural sorting order vs. ASCIIbetical sorting order.

Users will inevitably complain that their items aren't sorting properly, and file bugs on these "errors".... [W]e programmers produce a weary sigh, and try to keep any obvious eye-rolling in check as we patiently inform our users that this isn't an error. Items are sorting in proper order. Proper ASCII order, that is. As we're walking away, hopefully you won't hear us mutter under our breath what we're actually thinking-- "Stupid users! They don't even understand how sorting works!"

Bravo for poking more holes in the tendency programmers have to think they know best.