Well, the order changes when you export them to a folder because of the sort order of the folder's contents. If you dump a bunch of photos to a folder and the folder is set to reverse alphabetical order, for example, then all your photos will appear with the highest number or name at the top of the list. If you are naming your photos with alphabetic names (e.g. "Harvest Moon.jpg") then of course that photo will appear in between the "G" photos and the "I" photos.
Perhaps when you export photos it will help you to use the "Sequential" or "Album name with number" options (in the File Name pulldown button). By the way, this is in iPhoto under File->Export. Those are options in the latest version of iPhoto, but previous versions had similar if not identical options.