When I try to use the Jukebox Disc creator or the Music Disc creator, my songs are rearranged into alphabetical order on the burned disc. How do you make it burn in the order on the screen?

That is purely a function of your Player and probably cannot be changed…

The only option is to rename the files so that they will conform to the standard Windows Alpha-numeric sort order.

Look under options there is a check box to do that for you automatically.