There is a great example of using a custom comparator to sort an array of files here: Best way to list files in Java, sorted by date last modified
You would have to modify the return of the comparator to be along the lines of
return f1.getName().compareTo(f2.getName());
and it should be exactly what you're looking for.
If all your files are numbered you may want to compare the file names as integers:
return Integer.valueOf(f1.getName()).compareTo(Integer.valueOf(f2.getName()));