If you have episode field populated for the files you can changes sorting by moving mouse over the tab's header ("TV Movies" in this case). There you can choose sorting by episode ascending or descending.
There are also other way how to visualize your situation:
One of the other options could be that you would remove name column and make new expression column which would be combination of episode and name. Padnumber([Episode],2) - [Name]
You can make an expression column by right clicking one of the column headers and selecting add category to left/right.