Swiv3d is correct.
As you mention the SEQuence column, you must be talking about manual
Playlist, as opposed to a
Smartlist or View, because the latter two don't use a SEQuence number. They just use a sort, as defined in the Smartlist or View.
Playlists are always sorted by SEQ number. The Wiki explains how to sort a Playlist as you desire, and then save the new sort sequence using the "Update Order" button.
Note that files are always added to a Playlist in the order they were displayed when you add then. Well, pretty much. There are some sorting idiosyncracies. So if you are viewing Artist, Albums, or just files in some sequence other that Track number, then they won't be added to the Playlist in Track number sequence.
If the above two answers don't help you solved this long term issue, please explain the process you use to create Playlists. Do you "Drag & Drop" onto the Playlist name, right-click and Sent To a Playlist, or use the Action Window? Do you select whole Albums, a group of files, or an Artist to add to a Playlist?
Basically, this should be an easy issue to resolve, but we need to know what you are doing to create the issue, what you are seeing, and where you are seeing it, to be sure to get it right.