Applications :: ITunes CD Burning Does Not Keep Correct Playlist Order?

I am relatively new to iTunes, and have burned dozens of CDs before. However, all of those CDs have been complete albums. I tried to burn my first mix recently, and found that the CD had been burned with the songs in the wrong order.

I must be doing something wrong, but there doesn't seem to be too many areas where iTunes makes it even possible to mess something this simple up, so I pretty confused.

I make a playlist, hit burn CD, select Audio CD, and go. The songs make it, but like I said, in the wrong order. They get organized by album, but I just want the CD to look like the playlist on the computer.

Has anyone run into something like this? It is iTunes 8.0.2.