View Settings-Sorty by "x"

Hello. Maybe my brand new puppy has scrambled my brain after this weekend, but I can't seem to find anywhere to select "sort as>filename" as a default view for the thumbnails. It seems to ALWAYS revert back to some random sorting. Its annoying when I'm going through a stock catalog and think I've picked the best, only to find a similar image further down because they weren't sorted by filename and thus weren't together.

Anyone else have this trouble and is there an easy way (most likely I'm just missing it) that I can sort that way as a default?

Thanks in advance.

Sheldon Sabbatini