"what can i do?"
If the filenames contain sufficient leading zeros, then split the names using fileparts, then sort the names, e.g.:
S = dir(....);
C = {S.name};
[~,F] = cellfun(@fileparts,C,'uni',0);
[~,X] = sort(F);
C = C(X);
Tested on some sample filenames:
>> C = {'Data2F.Part010.mdf','Data2F.Part003.mdf','Data2F.Part009.mdf','Data2F.mdf'};
>> [~,F] = cellfun(@fileparts,C,'uni',0);
>> [~,X] = sort(F);
>> C = C(X);
>> C{:}
ans = Data2F.mdf
ans = Data2F.Part003.mdf
ans = Data2F.Part009.mdf
ans = Data2F.Part010.mdf
Otherwise you can download my FEX submission natsortfiles and use it to sort the filenames (it splits the file extension for you, and also takes into account any number values in the names):
The submission includes help and HTML documentation with plenty of examples, you would probably need something a bit like this:
S = dir(..);
S = natsortfiles(S);
