Brewology

So i got a few years worth of comics in jpeg format. I have them sorted by year in folders for my psp so i can view them when bored at work or something. Their named 20021031 for october 31, 2002. But with them on my psp, they arent in order.
Is it possible to sort them? or shall i just rename them something else (cant see how that would work though). Its really annoying trying to read it not in order.
Thanks