the file selector will list the files in alphabetical order, as you
observed. The easiest way to get the files in the correct order would be
to number them 01, 02, 03, ..., 09, 10.
Under Unix/Linux/MacOS, there is a command line utility "mmv" (multiple
move) which is very useful to script this kind of rename operation.
To rename e.g. file1.nii, file2.nii ... file10.nii one would e.g. run
mmv "file[0-9].nii" "file0#1.nii"
and end up with file01.nii, file02.nii...