This is pretty much a no brainer for code. However I went and looked and everything I found was either overkill, or i wasn't certain of the internals so i had to say run it, look at the properties etc.
So I wrote a simple app to do it and put it on codeplex at:
http://setfiledate.codeplex.com/
This problem stemmed from the fact that I got this weird DVD player and I needed it to play some files from a USB stick in a loop. It loops fine, the problem was ordering. No clue how the ordering was. I thought it might...