I just updated my phone to 5.1.1 and created a new playlists directly on my iPhone4s. The songs shuffle, so I can't listen in the order I created the list. No matter what I do, I can't get it to play in proper order.
This is INFURIATING, as I am a software developer and listen to ALOT of music as I work. This is a fairly short playlist of 25 or so songs, but I have others that are some 6+ hours long each, all different "types" (hardcore rock, country, classical, etc) that I have a fairly specific order to and want to listen that way.
I've checked for settings that might force it to play in sequence, but can't find anything. If creating a new playlist has this effect, I would suspect cloning it would not fix anything.