I think if it was set to "shuffle" or random then everything would be REALLY mixed up. Which it is not. I cannot see a "Shuffle" option anyway. I wonder if it might have something to do with numerical or alphabetical order? I will look into it.
I moved all the photos onto the hard drive of my PC, then in the order I wanted them to appear on the Digital Photo Frame, I moved them back onto the SD Card.
And so far so good!!! Problem seems to be solved.
Apart from one latest set of photos. They were taken "portrait" style, which means they are showing on their sides on the Digital Photo Frame, even though I have changed them to the right way round on the computer, and they show up corrected on the computer but not on the Digital Photo Frame.
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