Dunno if this applies to all windows systems, but in the Vista (spits) system I am on you can add 'Tags' to a file, and by clicking the top line of the folder arrange them in tag order if you so wish.

Clicking Type, Size, and Date Modified headings can sort by those orders also. If Tags isn't shown a right-click on the top line will offer some choices. Clicking back on the title column puts everything back to alphabetical (and toggles reverse if required).

Tags themselves are added to an individual file through >right click >Properties >Details >Tags then mouse-down and click then type, OK to confirm.

I agree, there must be a better way to organise it, but it will at least work. Wouldn't want to have a lot to arrange this way.