One of the nice features of Keynote is the ability to drag a series of images in from Finder and for Keynote to add them as individual slides.
If you are dragging lots of images into Keynote, unless Finder is in column view, Keynote will “mess” with the order.
If you forget and Finder is in list view and you drag the images into Keynote, changing to column view doesn’t appear to fix it and your images will still be in the wrong order. As well as changing from list view to column view, change from the image folder to a different folder and then back to the column view. Now when you drag the images into Keynote, they will be in the correct order.
Don’t know if this dragging issue is still the case in Keynote 09 as I haven’t yet purchased a copy, but will check once I do.