I have a Kenwood MP3 CD Player that has a USB input and works in the same manner. Here's how I organize my tracks:
/Bandname - Album title (or Date Venue)/01- track1title.mp3
/Bandname - Album title (or Date Venue)/02- track2title.mp3
/Bandname - Album title (or Date Venue)/03- track3title.mp3
/Bandname - Album title (or Date Venue)/04- track4title.mp3
/Bandname - Album title (or Date Venue)/05- track5title.mp3
etc.
Make sure you use the leading zero on the track number, else it will play 1,10,11,12...
Good Luck!