Rather than "transfer" them to a USB stick or HD, just "copy" them over. That will be a useful backup too.
When you are sorting files in Windows Vista onwards the system has an infuriating effect of automatically sorting them as you go. It was much easier on XP. However there is a neat little free program around that uses a different file manager with a facility to turn off auto-sort. Let me know if you need/want it and I'll give you the info and a link. I find it a must for the sort of task you have been doing.
Always pop back and let us know the outcome - thanks