Can't say I know for sure, but this is how I made the head unit play files in order (mp3).
Edit all files with a MP3 editor (I use Mp3 Tag and ID-Tagit 3) to make sure you have titles, artists correct, no need to sweat cover images unless you need them for another player.
Get a program named BULK RENAME UTILITY. This will allow you to rename the filenames quickly and in any order you want (by date, etc.) or individually.
Rename the files with a number, starting with the first one, and so on. I like to start with 1000.mp3 for each disc.
I open the renamed file/folder with Windows Media Player, click on the 'Burn' tab, and when it asks for 'unsaved list', click that and it should import the files in order for burning. Make sure you burn the disc as an .MP3 data disc, not an audio disc.
My files now play in the order I want, showing in the display the song title first.
I wound up doing this because I had 'recorded/downloaded' recorded internet radio programs and depending on the station, they crossfaded from song to song, so if you played them out of order, you'd hear the 'next' song start with part of the music from the 'last', but it wouldn't be the song you just heard ending, so it sounded all scrambled.
I think you should omit the 'name' part of your file (001_name.mp3) and just go with (001.mp3), just make sure you edit those mp3 files to keep title, artist, album and such intact.