are you saying you see a different order on the disc you burn than what you have on the timeline? Have you already burnt the project once before, and you are choosing smart rendering for instance in the burn menu?
Try this. Open the project and under File, choose export movie as, and choose MPEG2. Now save to your hard drive. Close the project, then open a new one, under File again, and in the Edit window using the explorer on the right, locate and import the MPEG2 file you just created onto the timeline.
If you are satisfied with what you see. try burning it.