My songs do appear in track number order when I browse by album or navigate to an album by browsing artists. The track number value is not displayed on the screen.
If your songs are being sorted alphabetically, then I would guess that song title (or possibly even the file name, depending on how you are managing your song metadata and/or files) is used as a secondary sort field if the track number has not been populated. I don't feel like blowing away any of my tag data to test this hypothesis. Track number is one of the meta tags stored in the individual song file along with other song information like song name, artist, etc. Have you populated the track number field for all your songs?
I am attaching an example of an iTunes info screen from one of my songs (select a song, press cmd+i).