The best way is to change the file names in your Excel list to have leading zeroes. Instead of A19, refer to the file as A019 and it will sort correctly. Convert the file names using this formula in a helper column.
=Left($A2, 1) & Right("000" & Mid($A2, 2, 3), 3)
Note that the 3 zeroes and string lengths of 3 are all related to each other. To create fixed length numbers of 4 digits, just use 4 zeroes and increase both string lengths to 4.
Copy the formula down from row 2 to the end. Copy the helper column, paste Values in place and, when everything is perfect, replace the original column with the helper.
In order to accommodate a fixed number of digits following the number the above formula may be tweaked. The formula below will accommodate 4 extra characters which follow the number, for example ".pdf" (including the period).
=Left($A2, 1) & Right("000" & Mid($A2, 2, 7), 7)