If you number the books in a series using the "series number" field in Calibre, it will attempt to order the series collection by number. But there are a few important caveats:
- You must send all books in the series to the device in a single "send to device" operation.
- If you modify the series on the device (by deleting a book, for example) that will almost certainly hose the series order in the collection.
- The Sony readers occasionally dump and re-create their meta-data file for no apparent reason. When this happens, series ordering will be lost.
The most important of these is the first. One consequence is that to add another book to a series that is already on your device, you must first remove the series books from the device and then send the new larger number of books back to the device in a single send-to-device operation.
Xenophon
P.S. For future reference, this question would have fit better in the Calibre forum.