Is there a media player that sorts WMA in track order?
There is a known bug that disallows sorting of WMA files by track number.

You could try using MediaMonkey or something like MP3Tag on your PC to rename the file as
%track_number% - %Artist% - %Title%.wma or something similar, so it sorts by name.

Also try Meridian Player - you can create a PlayQ (kinda like a playlist and then sort that by Track, I believe.

And be sure to take a look @ Mort Player too.