-- Set up
DECLARE @File TABLE(FileName VARCHAR(50))

INSERT @File
SELECT 'a_01112007_100001.txt'
UNION ALL SELECT 'b_01112007_090001.txt'
UNION ALL SELECT 'c_01112007_080001.txt'

-- This could be used to load the cursor, but this is a VARCHAR sort not a date sort
SELECT RIGHT(PARSENAME(FileName, 2), LEN(PARSENAME(FileName, 2)) - (CHARINDEX('_', PARSENAME(FileName, 2))))
FROM @File
ORDER BY RIGHT(PARSENAME(FileName, 2), LEN(PARSENAME(FileName, 2)) - (CHARINDEX('_', PARSENAME(FileName, 2))))

-- This is how you could convert the file name to an acutal DATETIME for proper ordering
SELECT CAST(REPLACE(STUFF(STUFF(STUFF(STUFF(RIGHT(PARSENAME(FileName, 2), LEN(PARSENAME(FileName, 2)) - (CHARINDEX('_', PARSENAME(FileName, 2)))), 3, 0, '-'), 6, 0, '-'), 14, 0, ':'), 17, 0, ':'), '_', ' ') AS DATETIME)
FROM @File