When i load the contents of a folder from My Music Media Player puts the first track(file) at the end of the play list and the last track at the begining.Does anyone know how i can stop this annoyance

When selecting all of the media files you wish to play in order, select the last track first, hold shift, and select the first track. This is assuming that you just want to play an album, not select individual files.

Of course, you could add the files and then have Media Player sort them according to file name.