Hi Pip5457 and welcome to PCR.
You may have accidently (or deliberately) changed your folder settings. My own documents all appear in alphabetical order and I assume that is the default setting.
You haven't mentioned whether you're on XP or Vista and, of course, they are completely different.
In XP when in Documents go to Tools > Folder Options > View and then click on Reset All Folders.
In Vista when in Documents go to Organise > Folder and Search Options > View and click on Reset Folders.
Hope it helps. At least you will be back to Default.
Just noticed you're in the XP forum.