To get these to sort, you're going to need to extract/construct a key you can sort on. Since the files are named like   Order_29May11:05.bak You can extract some sortable pieces by doing

  $name =~ s/_(\d\d)(...)(\d\d:\d\d)/;
  $key = $month{$2} . $1 . $3;
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where %month is a hash that maps the 3 character month abbreviation to a to character numeric string (e.g., 'Jan' => '01', ... 'Dec' => '12').

You can use this within a Schwartzian transform (many examples of which can be found by doing a Super Search on "Schwartzian").